+3,280.0%
PFE vs THC
+508.9%
+2,771.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | +1.8% | -0.7% | +2.4% | +1.8% |
| 30D | +10.2% | +1.3% | +9.0% | +10.0% |
| 3M | +12.7% | +64.2% | -51.6% | +6.7% |
| 6M | +10.5% | +8.3% | +2.3% | +9.1% |
| YTD | +20.2% | +33.4% | -13.2% | +15.8% |
| 1Y | +24.1% | +37.7% | -13.6% | +18.9% |
| 3Y | -3.6% | +236.8% | -240.4% | -17.1% |
| 5Y | -20.9% | +249.3% | -270.1% | -34.0% |
| 10Y | +35.8% | +995.2% | -959.4% | -10.1% |
| All | +3,280.0% | +508.9% | +2,771.1% | +1,670.0% |
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