+105.7%
PCG vs THC
+508.9%
-403.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.4% |
| 7D | -13.9% | -0.7% | -13.2% | -13.8% |
| 30D | -16.9% | +1.3% | -18.1% | -17.0% |
| 3M | -14.7% | +64.2% | -79.0% | -20.0% |
| 6M | -23.8% | +8.3% | -32.1% | -24.9% |
| YTD | -10.5% | +33.4% | -43.9% | -14.2% |
| 1Y | -5.1% | +37.7% | -42.8% | -9.6% |
| 3Y | -11.6% | +236.8% | -248.4% | -25.9% |
| 5Y | +59.0% | +249.3% | -190.2% | +29.4% |
| 10Y | -75.7% | +995.2% | -1,071.0% | -84.0% |
| All | +105.7% | +508.9% | -403.2% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded THC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling