+160.2%
PEG vs THC
+1,325.8%
-1,165.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.0% | +1.3% | +3.1% |
| 7D | +0.9% | +7.5% | -6.6% | 0.0% |
| 30D | +3.8% | +9.6% | -5.8% | +2.6% |
| 3M | +0.1% | +10.3% | -10.2% | -1.2% |
| 6M | -1.0% | +51.8% | -52.8% | -6.4% |
| YTD | -4.1% | +45.4% | -49.6% | -9.2% |
| 1Y | -6.9% | +40.8% | -47.6% | -11.6% |
| 3Y | +35.6% | +448.8% | -413.2% | +6.6% |
| 5Y | +42.8% | +263.4% | -220.6% | +14.6% |
| 10Y | +160.2% | +1,800.1% | -1,639.9% | +65.8% |
| All | +160.2% | +1,325.8% | -1,165.5% | +65.8% |
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