+3,247.8%
PEP vs THC
+550.9%
+2,697.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.9% |
| 7D | +2.9% | +3.7% | -0.8% | +2.6% |
| 30D | +14.2% | +9.0% | +5.2% | +13.4% |
| 3M | +3.2% | +10.4% | -7.2% | +2.3% |
| 6M | -7.4% | +45.7% | -53.1% | -10.6% |
| YTD | +1.5% | +42.6% | -41.1% | -2.0% |
| 1Y | +3.9% | +38.8% | -34.9% | +0.4% |
| 3Y | -5.5% | +418.8% | -424.3% | -19.2% |
| 5Y | +0.1% | +275.7% | -275.5% | -13.7% |
| 10Y | +82.1% | +1,496.2% | -1,414.1% | +27.9% |
| All | +3,247.8% | +550.9% | +2,697.0% | +1,797.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling