+28.4%
PFE vs THC
+51.2%
-22.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | -0.7% | +8.8% | -9.5% | -1.3% |
| 30D | +5.3% | +10.0% | -4.7% | +4.6% |
| 3M | +10.1% | +11.7% | -1.5% | +9.2% |
| 6M | +18.0% | +52.5% | -34.4% | +14.8% |
| YTD | +25.8% | +46.1% | -20.3% | +22.6% |
| 1Y | +28.4% | +49.1% | -20.7% | +24.3% |
| All | +28.4% | +51.2% | -22.7% | +24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling