+2,090.1%
PPL vs THC
+508.9%
+1,581.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | +2.7% | -0.7% | +3.3% | +2.7% |
| 30D | +0.5% | +1.3% | -0.8% | +0.3% |
| 3M | +0.7% | +64.2% | -63.6% | -4.4% |
| 6M | -7.6% | +8.3% | -15.9% | -8.8% |
| YTD | +1.8% | +33.4% | -31.6% | -1.7% |
| 1Y | -0.8% | +37.7% | -38.4% | -4.6% |
| 3Y | +56.9% | +236.8% | -179.9% | +35.9% |
| 5Y | +39.5% | +249.3% | -209.7% | +17.7% |
| 10Y | +55.4% | +995.2% | -939.9% | +8.8% |
| All | +2,090.1% | +508.9% | +1,581.2% | +1,174.1% |
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