+60.2%
PPL vs THC
+1,421.6%
-1,361.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.4% |
| 7D | +0.4% | +3.7% | -3.3% | -0.1% |
| 30D | +5.4% | +9.0% | -3.6% | +4.2% |
| 3M | +4.3% | +10.4% | -6.1% | +2.8% |
| 6M | -1.3% | +45.7% | -47.0% | -6.4% |
| YTD | +4.7% | +42.6% | -37.9% | -0.9% |
| 1Y | +1.3% | +38.8% | -37.5% | -3.9% |
| 3Y | +57.2% | +418.8% | -361.6% | +22.9% |
| 5Y | +48.2% | +275.7% | -227.4% | +17.2% |
| All | +60.2% | +1,421.6% | -1,361.4% | +0.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling