+4.0%
PEP vs THC
+267.4%
-263.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | +1.1% | +0.2% | +0.8% | +1.0% |
| 30D | +13.6% | +9.0% | +4.6% | +12.7% |
| 3M | +5.1% | +12.9% | -7.8% | +3.9% |
| 6M | -1.6% | +52.8% | -54.5% | -5.5% |
| YTD | +3.3% | +47.4% | -44.1% | -0.6% |
| 1Y | +3.2% | +47.7% | -44.5% | -0.8% |
| 3Y | -3.9% | +444.7% | -448.6% | -20.1% |
| 5Y | +4.0% | +269.3% | -265.2% | -10.5% |
| All | +4.0% | +267.4% | -263.3% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling