+2,425.3%
PWR vs THC
+1,002.8%
+1,422.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.9% | -5.8% | -2.7% |
| 7D | +2.7% | +4.1% | -1.4% | +1.8% |
| 30D | -5.1% | +3.5% | -8.6% | -5.9% |
| 3M | -9.4% | +61.7% | -71.1% | -18.8% |
| 6M | +10.4% | +11.8% | -1.4% | +6.5% |
| YTD | +48.6% | +35.4% | +13.2% | +37.2% |
| 1Y | +68.0% | +37.0% | +31.0% | +54.3% |
| 3Y | +204.7% | +260.1% | -55.3% | +123.3% |
| 5Y | +451.9% | +262.6% | +189.3% | +289.2% |
| 10Y | +2,425.3% | +1,039.2% | +1,386.1% | +1,252.6% |
| All | +2,425.3% | +1,002.8% | +1,422.6% | +1,252.6% |
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