+62.8%
PNR vs THC
+1,022.1%
-959.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -6.0% | -0.5% | -5.5% | -6.0% |
| 30D | -14.0% | -1.2% | -12.8% | -13.8% |
| 3M | -21.7% | +52.3% | -74.0% | -28.2% |
| 6M | -37.3% | +12.4% | -49.7% | -39.2% |
| YTD | -45.1% | +32.7% | -77.8% | -48.7% |
| 1Y | -49.1% | +36.4% | -85.5% | -52.8% |
| 3Y | -14.8% | +259.3% | -274.1% | -35.9% |
| 5Y | -21.0% | +262.7% | -283.7% | -42.8% |
| All | +62.8% | +1,022.1% | -959.3% | -5.0% |
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