+52.3%
PNC vs THC
+254.2%
-201.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.0% | +1.3% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | -4.4% | +1.5% | -6.0% | -4.7% |
| 3M | +5.3% | +59.9% | -54.6% | -3.0% |
| 6M | +19.6% | +11.0% | +8.6% | +16.8% |
| YTD | +19.1% | +32.6% | -13.4% | +12.4% |
| 1Y | +24.3% | +37.4% | -13.1% | +16.1% |
| 3Y | +132.2% | +252.5% | -120.4% | +75.0% |
| 5Y | +52.3% | +262.3% | -210.0% | +11.6% |
| All | +52.3% | +254.2% | -201.9% | +11.6% |
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 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