+4,006.0%
PG vs THC
+508.9%
+3,497.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | +1.9% | -0.7% | +2.5% | +1.9% |
| 30D | -0.2% | +1.3% | -1.5% | -0.4% |
| 3M | +4.8% | +64.2% | -59.5% | +0.9% |
| 6M | -6.1% | +8.3% | -14.4% | -6.9% |
| YTD | +4.5% | +33.4% | -28.9% | +1.8% |
| 1Y | -5.3% | +37.7% | -43.0% | -8.0% |
| 3Y | +2.6% | +236.8% | -234.2% | -7.8% |
| 5Y | +15.6% | +249.3% | -233.7% | +1.9% |
| 10Y | +118.0% | +995.2% | -877.2% | +64.1% |
| All | +4,006.0% | +508.9% | +3,497.2% | +2,308.1% |
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