+3.7%
PEP vs THC
+46.1%
-42.4%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +9.6% | -5.8% | +2.7% |
| 7D | +7.4% | +8.8% | -1.5% | +6.3% |
| 30D | +13.3% | +12.6% | +0.7% | +11.8% |
| 3M | +3.5% | +15.4% | -11.9% | +1.8% |
| 6M | -5.9% | +57.7% | -63.6% | -9.9% |
| YTD | +2.3% | +47.1% | -44.8% | -1.6% |
| 1Y | +3.7% | +40.7% | -37.0% | -0.2% |
| All | +3.7% | +46.1% | -42.4% | -0.2% |
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