-14.4%
PCOR vs THC
+355.4%
-369.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | 0.0% |
| 7D | +22.7% | +3.7% | +19.0% | +21.7% |
| 30D | +37.5% | +9.0% | +28.4% | +34.3% |
| 3M | +35.2% | +10.4% | +24.8% | +31.4% |
| 6M | +42.2% | +45.7% | -3.4% | +26.5% |
| YTD | +3.6% | +42.6% | -39.0% | -8.9% |
| 1Y | -4.8% | +38.8% | -43.5% | -15.8% |
| 3Y | +48.3% | +418.8% | -370.5% | -23.3% |
| 5Y | -20.1% | +275.7% | -295.7% | -56.5% |
| All | -14.4% | +355.4% | -369.8% | -52.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling