+37.7%
THC vs PENG
+118.5%
-80.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.4% | -5.8% | +0.9% |
| 7D | -0.7% | +4.5% | -5.2% | -0.4% |
| 30D | +1.3% | -7.1% | +8.4% | +0.9% |
| 3M | +64.2% | -27.3% | +91.5% | +63.2% |
| 6M | +8.3% | +169.6% | -161.3% | -1.3% |
| YTD | +33.4% | +164.6% | -131.2% | +21.6% |
| 1Y | +37.7% | +109.5% | -71.8% | +23.9% |
| All | +37.7% | +118.5% | -80.8% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling