+132.1%
PNC vs THC
+253.4%
-121.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.8% |
| 7D | +2.3% | -2.6% | +4.8% | +2.6% |
| 30D | -3.8% | -1.2% | -2.6% | -3.7% |
| 3M | +7.8% | +58.9% | -51.1% | +1.4% |
| 6M | +19.7% | +9.3% | +10.4% | +18.1% |
| YTD | +19.1% | +30.4% | -11.3% | +14.4% |
| 1Y | +23.1% | +34.6% | -11.5% | +17.2% |
| 3Y | +132.1% | +246.7% | -114.5% | +68.6% |
| All | +132.1% | +253.4% | -121.3% | +68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling