+254.0%
THC vs PEGA
-46.5%
+300.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.5% | +0.8% |
| 7D | -0.7% | +3.3% | -3.9% | -1.3% |
| 30D | +1.3% | +17.7% | -16.5% | -2.2% |
| 3M | +64.2% | +5.8% | +58.5% | +61.2% |
| 6M | +8.3% | -20.3% | +28.5% | +11.8% |
| YTD | +33.4% | -37.1% | +70.5% | +43.9% |
| 1Y | +37.7% | -30.2% | +67.9% | +43.9% |
| 3Y | +236.8% | +48.1% | +188.7% | +167.9% |
| All | +254.0% | -46.5% | +300.4% | +264.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 5y: compounded portfolio wealth divided by compounded PEGA 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…
5y analysis · Full analysis span regression · 6 months rolling