+1,539.6%
THC vs PENG
+597.2%
+942.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +12.4% | -13.5% | -3.3% |
| 7D | +3.7% | -19.4% | +23.1% | +6.5% |
| 30D | +9.0% | -42.4% | +51.4% | +18.0% |
| 3M | +10.4% | -25.6% | +36.0% | +12.8% |
| 6M | +45.7% | +7.3% | +38.4% | +29.3% |
| YTD | +42.6% | +113.9% | -71.3% | +6.2% |
| 1Y | +38.8% | +93.6% | -54.8% | +5.3% |
| 3Y | +418.8% | +170.2% | +248.6% | +233.5% |
| 5Y | +275.7% | +44.2% | +231.5% | +161.1% |
| All | +1,539.6% | +597.2% | +942.5% | +807.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling