+140.4%
PEG vs THC
+952.2%
-811.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.0% |
| 7D | +1.0% | -2.6% | +3.6% | +1.3% |
| 30D | -1.9% | -1.2% | -0.7% | -1.8% |
| 3M | -3.7% | +58.9% | -62.6% | -9.3% |
| 6M | -9.4% | +9.3% | -18.8% | -10.9% |
| YTD | -6.0% | +30.4% | -36.4% | -9.7% |
| 1Y | -4.4% | +34.6% | -39.0% | -8.7% |
| 3Y | +33.5% | +246.7% | -213.1% | +10.9% |
| 5Y | +35.7% | +244.5% | -208.8% | +9.5% |
| 10Y | +140.4% | +950.1% | -809.7% | +59.3% |
| All | +140.4% | +952.2% | -811.8% | +59.3% |
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