+28.9%
PM vs THC
+50.5%
-21.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.0% | -4.4% | -2.6% |
| 7D | -7.3% | +7.5% | -14.8% | -8.0% |
| 30D | -4.0% | +9.6% | -13.6% | -4.9% |
| 3M | +2.7% | +10.3% | -7.5% | +1.6% |
| 6M | +14.9% | +51.8% | -36.9% | +10.1% |
| YTD | +23.5% | +45.4% | -21.9% | +18.8% |
| All | +28.9% | +50.5% | -21.6% | +24.4% |
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