+80.3%
PEP vs THC
+1,325.8%
-1,245.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | +0.2% |
| 7D | +1.0% | +7.5% | -6.4% | +0.5% |
| 30D | +12.6% | +9.6% | +3.1% | +11.9% |
| 3M | +3.1% | +10.3% | -7.1% | +2.4% |
| 6M | -6.3% | +51.8% | -58.1% | -9.3% |
| YTD | +1.9% | +45.4% | -43.6% | -1.3% |
| 1Y | +3.3% | +40.8% | -37.5% | +0.2% |
| 3Y | -4.8% | +448.8% | -453.7% | -17.2% |
| 5Y | +2.0% | +263.4% | -261.3% | -10.0% |
| 10Y | +80.3% | +1,800.1% | -1,719.7% | +43.5% |
| All | +80.3% | +1,325.8% | -1,245.4% | +43.5% |
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