+168.1%
PM vs THC
+274.4%
-106.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.7% |
| 7D | -5.2% | +3.7% | -8.9% | -5.6% |
| 30D | +2.7% | +9.0% | -6.4% | +1.7% |
| 3M | +6.1% | +10.4% | -4.3% | +4.9% |
| 6M | +18.0% | +45.7% | -27.7% | +12.9% |
| YTD | +26.6% | +42.6% | -16.0% | +21.0% |
| 1Y | +36.7% | +38.8% | -2.1% | +30.9% |
| 3Y | +146.0% | +418.8% | -272.8% | +100.2% |
| All | +168.1% | +274.4% | -106.3% | +121.0% |
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