+4,025.0%
PNC vs THC
+508.9%
+3,516.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | +1.4% | -0.7% | +2.1% | +1.5% |
| 30D | -3.8% | +1.3% | -5.1% | -4.1% |
| 3M | +9.0% | +64.2% | -55.2% | -1.3% |
| 6M | +16.6% | +8.3% | +8.4% | +13.8% |
| YTD | +20.4% | +33.4% | -12.9% | +12.4% |
| 1Y | +22.3% | +37.7% | -15.3% | +13.1% |
| 3Y | +124.5% | +236.8% | -112.2% | +70.5% |
| 5Y | +54.1% | +249.3% | -195.2% | +11.7% |
| 10Y | +276.3% | +995.2% | -719.0% | +90.3% |
| All | +4,025.0% | +508.9% | +3,516.1% | +1,343.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling