+27.1%
PEG vs THC
+413.3%
-386.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.6% |
| 7D | -2.3% | +3.7% | -6.0% | -2.6% |
| 30D | +1.2% | +9.0% | -7.8% | +0.4% |
| 3M | -2.4% | +10.4% | -12.8% | -3.3% |
| 6M | -6.9% | +45.7% | -52.5% | -10.2% |
| YTD | -7.2% | +42.6% | -49.8% | -10.6% |
| 1Y | -8.9% | +38.8% | -47.6% | -12.0% |
| 3Y | +27.1% | +418.8% | -391.7% | -1.9% |
| All | +27.1% | +413.3% | -386.2% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling