+117.4%
PM vs THC
+250.3%
-132.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.5% | -2.0% |
| 7D | -4.9% | -0.7% | -4.2% | -4.8% |
| 30D | -3.4% | +1.3% | -4.7% | -3.6% |
| 3M | +5.2% | +64.2% | -59.1% | -0.6% |
| 6M | +3.7% | +8.3% | -4.6% | +2.3% |
| YTD | +15.8% | +33.4% | -17.6% | +11.5% |
| 1Y | +17.4% | +37.7% | -20.3% | +12.4% |
| 3Y | +116.9% | +236.8% | -119.9% | +84.8% |
| All | +117.4% | +250.3% | -132.9% | +85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling