+19.3%
PGR vs THC
+46.1%
-26.9%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.6% | -7.1% | +1.7% |
| 7D | +4.1% | +8.8% | -4.8% | +3.3% |
| 30D | +10.4% | +12.6% | -2.2% | +9.4% |
| 3M | +11.4% | +15.4% | -3.9% | +10.1% |
| 6M | +17.9% | +57.7% | -39.8% | +14.8% |
| YTD | +9.8% | +47.1% | -37.3% | +7.1% |
| 1Y | +19.3% | +40.7% | -21.4% | +16.2% |
| All | +19.3% | +46.1% | -26.9% | +16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling