+72.3%
PGR vs THC
+250.7%
-178.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.5% |
| 7D | -3.4% | 0.0% | -3.4% | -3.4% |
| 30D | +1.8% | +1.5% | +0.3% | +1.7% |
| 3M | +5.9% | +59.9% | -54.0% | +2.1% |
| 6M | +4.6% | +11.0% | -6.4% | +3.6% |
| YTD | +1.1% | +32.6% | -31.5% | -1.5% |
| 1Y | -6.6% | +37.4% | -43.9% | -9.3% |
| All | +72.3% | +250.7% | -178.4% | +62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling