+3,652.8%
PNR vs THC
+508.9%
+3,144.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -2.4% | -0.7% | -1.7% | -2.3% |
| 30D | -12.8% | +1.3% | -14.0% | -13.0% |
| 3M | -17.0% | +64.2% | -81.2% | -23.4% |
| 6M | -37.4% | +8.3% | -45.7% | -38.6% |
| YTD | -41.6% | +33.4% | -75.0% | -44.7% |
| 1Y | -44.6% | +37.7% | -82.3% | -47.9% |
| 3Y | -12.1% | +236.8% | -248.9% | -29.2% |
| 5Y | -17.4% | +249.3% | -266.6% | -35.5% |
| 10Y | +64.0% | +995.2% | -931.3% | -2.6% |
| All | +3,652.8% | +508.9% | +3,144.0% | +1,750.5% |
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 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