+2,164.3%
PPL vs THC
+558.0%
+1,606.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.0% |
| 7D | +1.0% | +5.9% | -4.8% | +0.4% |
| 30D | +6.8% | +10.8% | -4.0% | +5.7% |
| 3M | +3.9% | +9.4% | -5.6% | +2.8% |
| 6M | -2.0% | +53.3% | -55.3% | -6.5% |
| YTD | +5.3% | +44.2% | -38.9% | +0.8% |
| 1Y | +2.2% | +37.3% | -35.1% | -1.8% |
| 3Y | +56.7% | +421.6% | -364.9% | +30.1% |
| 5Y | +49.1% | +279.8% | -230.8% | +24.8% |
| 10Y | +63.6% | +1,513.9% | -1,450.2% | +10.9% |
| All | +2,164.3% | +558.0% | +1,606.2% | +1,206.0% |
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