+158.8%
PGR vs THC
+258.1%
-99.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -0.6% | -0.5% | -0.1% | -0.6% |
| 30D | +4.9% | -1.2% | +6.1% | +5.0% |
| 3M | +7.6% | +52.3% | -44.6% | +3.6% |
| 6M | +8.3% | +12.4% | -4.2% | +6.8% |
| YTD | +1.7% | +32.7% | -31.0% | -1.2% |
| 1Y | -6.8% | +36.4% | -43.2% | -9.9% |
| 3Y | +73.4% | +259.3% | -185.9% | +52.9% |
| All | +158.8% | +258.1% | -99.3% | +124.9% |
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