-23.1%
PFE vs THC
+267.4%
-290.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | -3.0% | +0.2% | -3.2% | -3.0% |
| 30D | +5.2% | +9.0% | -3.8% | +4.6% |
| 3M | +12.2% | +12.9% | -0.7% | +11.3% |
| 6M | +17.8% | +52.8% | -35.0% | +14.3% |
| YTD | +26.2% | +47.4% | -21.2% | +22.4% |
| 1Y | +23.2% | +47.7% | -24.5% | +19.4% |
| 3Y | +21.3% | +444.7% | -423.4% | +8.7% |
| 5Y | -23.1% | +269.3% | -292.4% | -29.4% |
| All | -23.1% | +267.4% | -290.5% | -29.4% |
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