-4.6%
PEP vs THC
+418.9%
-423.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.3% |
| 7D | +6.7% | +5.9% | +0.8% | +6.2% |
| 30D | +13.5% | +10.8% | +2.7% | +12.6% |
| 3M | +3.9% | +9.4% | -5.5% | +3.2% |
| 6M | -6.0% | +53.3% | -59.3% | -8.7% |
| YTD | +2.5% | +44.2% | -41.7% | -0.3% |
| 1Y | +3.9% | +37.3% | -33.4% | +1.4% |
| All | -4.6% | +418.9% | -423.5% | -13.3% |
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