+2,839.3%
PEG vs THC
+550.9%
+2,288.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.3% |
| 3M | -2.4% | +10.4% | -12.8% | -3.4% |
| 6M | -6.9% | +45.7% | -52.5% | -10.6% |
| YTD | -7.2% | +42.6% | -49.8% | -11.0% |
| 1Y | -8.9% | +38.8% | -47.6% | -12.4% |
| 3Y | +27.1% | +418.8% | -391.7% | +6.2% |
| 5Y | +33.8% | +275.7% | -241.9% | +12.9% |
| 10Y | +150.2% | +1,496.2% | -1,346.1% | +71.6% |
| All | +2,839.3% | +550.9% | +2,288.5% | +1,637.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling