+271.3%
PNC vs THC
+1,002.8%
-731.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.8% | -1.6% |
| 7D | -0.7% | +4.1% | -4.8% | -1.5% |
| 30D | -4.4% | +3.5% | -7.9% | -5.1% |
| 3M | +4.5% | +61.7% | -57.3% | -5.2% |
| 6M | +19.1% | +11.8% | +7.2% | +15.5% |
| YTD | +18.0% | +35.4% | -17.4% | +9.8% |
| 1Y | +24.1% | +37.0% | -13.0% | +14.7% |
| 3Y | +130.0% | +260.1% | -130.1% | +70.6% |
| 5Y | +50.4% | +262.6% | -212.2% | +7.0% |
| 10Y | +271.3% | +1,039.2% | -767.9% | +96.7% |
| All | +271.3% | +1,002.8% | -731.5% | +96.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling