+12.8%
PG vs THC
+254.2%
-241.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.4% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | -1.5% | +1.5% | -3.1% | -1.7% |
| 3M | -3.4% | +59.9% | -63.3% | -7.2% |
| 6M | -7.0% | +11.0% | -17.9% | -8.2% |
| YTD | +2.0% | +32.6% | -30.6% | -0.8% |
| 1Y | -6.5% | +37.4% | -43.8% | -9.4% |
| 3Y | +1.2% | +252.5% | -251.4% | -11.8% |
| 5Y | +12.8% | +262.3% | -249.6% | -2.2% |
| All | +12.8% | +254.2% | -241.4% | -2.2% |
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 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