+250.9%
PM vs THC
+1,758.3%
-1,507.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | +0.5% |
| 7D | -6.6% | +8.8% | -15.5% | -7.5% |
| 30D | -3.4% | +10.0% | -13.5% | -4.5% |
| 3M | +5.3% | +11.7% | -6.3% | +3.9% |
| 6M | +15.5% | +52.5% | -36.9% | +9.9% |
| YTD | +24.3% | +46.1% | -21.8% | +18.4% |
| 1Y | +29.7% | +49.1% | -19.4% | +23.1% |
| 3Y | +144.9% | +439.6% | -294.7% | +99.1% |
| 5Y | +159.0% | +263.2% | -104.1% | +114.3% |
| 10Y | +250.9% | +1,900.5% | -1,649.6% | +145.8% |
| All | +250.9% | +1,758.3% | -1,507.4% | +145.8% |
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 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