+6.9%
PCOR vs THC
+46.1%
-39.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | +9.6% | +10.1% | +18.4% |
| 7D | +21.8% | +8.8% | +13.0% | +20.5% |
| 30D | +39.5% | +12.6% | +26.9% | +37.9% |
| 3M | +35.2% | +15.4% | +19.9% | +33.6% |
| 6M | +21.7% | +57.7% | -35.9% | +21.6% |
| YTD | +3.9% | +47.1% | -43.1% | +4.6% |
| 1Y | +6.9% | +40.7% | -33.7% | +8.1% |
| All | +6.9% | +46.1% | -39.2% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling