-7.4%
PEG vs THC
+46.1%
-53.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +9.6% | -9.0% | +0.2% |
| 7D | +1.0% | +8.8% | -7.8% | +0.7% |
| 30D | +6.6% | +12.6% | -6.0% | +6.1% |
| 3M | -3.1% | +15.4% | -18.5% | -3.8% |
| 6M | -7.4% | +57.7% | -65.0% | -9.6% |
| YTD | -6.4% | +47.1% | -53.5% | -8.3% |
| 1Y | -7.4% | +40.7% | -48.1% | -9.1% |
| All | -7.4% | +46.1% | -53.6% | -9.1% |
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