+19.4%
PNR vs THC
+431.4%
-412.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.3% | -0.9% |
| 7D | -0.1% | +8.8% | -9.0% | -1.8% |
| 30D | +33.4% | +10.0% | +23.3% | +30.8% |
| 3M | +4.9% | +11.7% | -6.8% | +2.4% |
| 6M | -8.5% | +52.5% | -61.0% | -16.5% |
| YTD | -32.1% | +46.1% | -78.2% | -37.8% |
| 1Y | -35.0% | +49.1% | -84.1% | -40.8% |
| All | +19.4% | +431.4% | -412.1% | -24.5% |
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