+31.8%
PNC vs THC
+46.1%
-14.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.6% | -7.8% | +1.5% |
| 7D | +2.3% | +8.8% | -6.6% | +2.0% |
| 30D | +7.0% | +12.6% | -5.7% | +6.6% |
| 3M | -7.3% | +15.4% | -22.7% | -7.7% |
| 6M | +8.9% | +57.7% | -48.8% | +7.7% |
| YTD | +15.5% | +47.1% | -31.5% | +14.8% |
| 1Y | +31.8% | +40.7% | -8.9% | +31.2% |
| All | +31.8% | +46.1% | -14.3% | +31.2% |
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