+95.5%
PEP vs THC
+1,813.2%
-1,717.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | +2.9% | +1.0% | +1.9% | +2.8% |
| 30D | +12.5% | +5.3% | +7.2% | +12.1% |
| 3M | +4.5% | +7.1% | -2.6% | +3.9% |
| 6M | -0.5% | +46.0% | -46.5% | -3.4% |
| YTD | +4.4% | +43.9% | -39.5% | +1.3% |
| 1Y | +4.4% | +45.4% | -41.1% | +1.0% |
| 3Y | -3.4% | +421.3% | -424.7% | -15.7% |
| 5Y | +5.2% | +261.5% | -256.3% | -7.3% |
| All | +95.5% | +1,813.2% | -1,717.7% | +53.9% |
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 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