-8.6%
PNR vs THC
+49.7%
-58.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.5% |
| 7D | -2.3% | +0.1% | -2.5% | -2.3% |
| 30D | +29.3% | +7.5% | +21.8% | +28.5% |
| 3M | +4.1% | +7.5% | -3.4% | +3.5% |
| 6M | -8.6% | +46.4% | -55.1% | -10.2% |
| All | -8.6% | +49.7% | -58.3% | -10.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling