-13.1%
PCOR vs THC
+364.5%
-377.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.5% | +0.9% |
| 7D | +22.2% | +7.5% | +14.7% | +19.9% |
| 30D | +36.0% | +9.6% | +26.5% | +32.7% |
| 3M | +34.0% | +10.3% | +23.7% | +30.3% |
| 6M | +43.5% | +51.8% | -8.3% | +26.1% |
| YTD | +5.1% | +45.4% | -40.3% | -8.1% |
| 1Y | -3.9% | +40.8% | -44.7% | -15.4% |
| 3Y | +52.9% | +448.8% | -395.9% | -22.5% |
| 5Y | -18.7% | +263.4% | -282.0% | -55.6% |
| All | -13.1% | +364.5% | -377.6% | -52.4% |
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