-10.8%
PNR vs THC
+253.4%
-264.3%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.4% | -2.2% |
| 7D | -3.0% | -2.6% | -0.5% | -2.5% |
| 30D | -14.9% | -1.2% | -13.7% | -14.7% |
| 3M | -19.0% | +58.9% | -78.0% | -26.6% |
| 6M | -35.9% | +9.3% | -45.3% | -37.3% |
| YTD | -43.1% | +30.4% | -73.5% | -46.6% |
| 1Y | -46.4% | +34.6% | -81.0% | -50.2% |
| 3Y | -10.8% | +246.7% | -257.5% | -36.1% |
| All | -10.8% | +253.4% | -264.3% | -36.1% |
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