+26.8%
PL vs THC
+404.9%
-378.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.1% | +11.5% | +10.7% |
| 7D | -6.8% | +3.7% | -10.5% | -8.0% |
| 30D | -29.3% | +9.0% | -38.3% | -31.3% |
| 3M | -44.8% | +10.4% | -55.2% | -46.7% |
| 6M | -68.4% | +45.7% | -114.0% | -72.5% |
| YTD | -36.4% | +42.6% | -78.9% | -45.2% |
| 1Y | +0.7% | +38.8% | -38.0% | -12.7% |
| 3Y | +455.3% | +418.8% | +36.5% | +196.2% |
| 5Y | +22.7% | +275.7% | -253.0% | -29.1% |
| All | +26.8% | +404.9% | -378.1% | -26.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling