-19.3%
PNR vs THC
+258.2%
-277.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.9% | -5.7% | -2.8% |
| 7D | -3.9% | +4.1% | -8.0% | -4.8% |
| 30D | -13.8% | +3.5% | -17.3% | -14.6% |
| 3M | -22.5% | +61.7% | -84.3% | -31.3% |
| 6M | -37.2% | +11.8% | -49.0% | -39.3% |
| YTD | -44.2% | +35.4% | -79.6% | -48.8% |
| 1Y | -46.6% | +37.0% | -83.7% | -51.4% |
| 3Y | -12.5% | +260.1% | -272.6% | -40.2% |
| 5Y | -19.3% | +262.6% | -281.9% | -48.6% |
| All | -19.3% | +258.2% | -277.6% | -48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling