+23.0%
PFE vs THC
+431.4%
-408.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | -0.7% | +8.8% | -9.5% | -1.4% |
| 30D | +5.3% | +10.0% | -4.7% | +4.5% |
| 3M | +10.1% | +11.7% | -1.5% | +9.0% |
| 6M | +18.0% | +52.5% | -34.4% | +13.6% |
| YTD | +25.8% | +46.1% | -20.3% | +21.2% |
| 1Y | +28.4% | +49.1% | -20.7% | +23.4% |
| All | +23.0% | +431.4% | -408.4% | +7.2% |
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