+29.7%
PM vs THC
+49.8%
-20.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.0% |
| 7D | -7.1% | +0.2% | -7.3% | -7.1% |
| 30D | -2.8% | +9.0% | -11.8% | -3.7% |
| 3M | +6.3% | +12.9% | -6.6% | +4.9% |
| 6M | +9.6% | +52.8% | -43.2% | +5.1% |
| YTD | +25.6% | +47.4% | -21.8% | +20.6% |
| 1Y | +29.7% | +47.7% | -18.1% | +24.7% |
| All | +29.7% | +49.8% | -20.2% | +24.7% |
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