+67.9%
PPL vs THC
+1,813.2%
-1,745.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | -0.4% | +1.0% | -1.3% | -0.5% |
| 30D | +2.6% | +5.3% | -2.7% | +1.9% |
| 3M | +0.8% | +7.1% | -6.3% | -0.2% |
| 6M | +1.4% | +46.0% | -44.6% | -3.8% |
| YTD | +4.3% | +43.9% | -39.6% | -1.4% |
| 1Y | +0.8% | +45.4% | -44.7% | -5.0% |
| 3Y | +57.9% | +421.3% | -363.4% | +23.1% |
| 5Y | +48.3% | +261.5% | -213.1% | +17.7% |
| All | +67.9% | +1,813.2% | -1,745.4% | +4.5% |
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 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