+14.3%
PFE vs THC
+413.3%
-399.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.5% |
| 7D | -3.7% | +3.7% | -7.4% | -4.0% |
| 30D | +5.0% | +9.0% | -4.1% | +4.2% |
| 3M | +12.2% | +10.4% | +1.8% | +11.2% |
| 6M | +14.6% | +45.7% | -31.1% | +10.7% |
| YTD | +24.1% | +42.6% | -18.5% | +19.7% |
| 1Y | +26.6% | +38.8% | -12.2% | +22.3% |
| 3Y | +14.3% | +418.8% | -404.5% | -3.2% |
| All | +14.3% | +413.3% | -399.0% | -3.2% |
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