+87.3%
PCG vs THC
+550.9%
-463.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.8% |
| 7D | -1.6% | +3.7% | -5.3% | -2.1% |
| 30D | +1.4% | +9.0% | -7.6% | +0.3% |
| 3M | -23.4% | +10.4% | -33.8% | -24.4% |
| 6M | -19.4% | +45.7% | -65.0% | -23.4% |
| YTD | -18.5% | +42.6% | -61.1% | -22.6% |
| 1Y | -19.5% | +38.8% | -58.3% | -23.4% |
| 3Y | -21.0% | +418.8% | -439.8% | -37.1% |
| 5Y | +13.7% | +275.7% | -261.9% | -8.3% |
| 10Y | -77.2% | +1,496.2% | -1,573.4% | -85.4% |
| All | +87.3% | +550.9% | -463.5% | +8.1% |
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