+162.6%
PM vs THC
+258.4%
-95.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | +0.5% | +1.0% | -0.4% | +0.4% |
| 30D | -3.2% | +5.3% | -8.5% | -3.8% |
| 3M | +6.2% | +7.1% | -0.9% | +5.3% |
| 6M | +7.7% | +46.0% | -38.4% | +2.9% |
| YTD | +27.3% | +43.9% | -16.7% | +21.5% |
| 1Y | +32.8% | +45.4% | -12.7% | +26.5% |
| 3Y | +150.0% | +421.3% | -271.3% | +103.5% |
| All | +162.6% | +258.4% | -95.8% | +117.7% |
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 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