+4,177.9%
PNR vs THC
+557.1%
+3,620.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +0.3% | +1.0% | -0.7% | +0.1% |
| 30D | +31.7% | +5.3% | +26.4% | +30.6% |
| 3M | +2.6% | +7.1% | -4.5% | +1.4% |
| 6M | -6.4% | +46.0% | -52.4% | -12.3% |
| YTD | -33.4% | +43.9% | -77.4% | -37.7% |
| 1Y | -35.1% | +45.4% | -80.5% | -39.4% |
| 3Y | +17.1% | +421.3% | -404.2% | -11.5% |
| 5Y | -3.5% | +261.5% | -265.0% | -25.0% |
| 10Y | +100.2% | +1,865.8% | -1,765.7% | +10.7% |
| All | +4,177.9% | +557.1% | +3,620.9% | +1,982.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling