-31.8%
PNR vs THC
+46.1%
-77.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +9.6% | -6.3% | +2.2% |
| 7D | +11.9% | +8.8% | +3.1% | +10.8% |
| 30D | +37.1% | +12.6% | +24.5% | +35.2% |
| 3M | +5.7% | +15.4% | -9.7% | +3.9% |
| 6M | -5.7% | +57.7% | -63.4% | -10.2% |
| YTD | -29.8% | +47.1% | -76.9% | -32.0% |
| 1Y | -31.8% | +40.7% | -72.5% | -33.8% |
| All | -31.8% | +46.1% | -77.9% | -33.8% |
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