-0.4%
PL vs THC
+46.1%
-46.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +9.6% | -15.9% | -4.7% |
| 7D | -11.7% | +8.8% | -20.6% | -10.2% |
| 30D | -27.1% | +12.6% | -39.8% | -25.5% |
| 3M | -44.6% | +15.4% | -60.0% | -43.0% |
| 6M | -67.2% | +57.7% | -124.9% | -65.0% |
| YTD | -35.9% | +47.1% | -82.9% | -31.9% |
| 1Y | -0.4% | +40.7% | -41.1% | +6.6% |
| All | -0.4% | +46.1% | -46.5% | +6.6% |
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