+38.8%
THC vs PENG
+88.9%
-50.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +12.4% | -13.5% | -0.5% |
| 7D | +3.7% | -19.4% | +23.1% | +2.9% |
| 30D | +9.0% | -42.4% | +51.4% | +6.7% |
| 3M | +10.4% | -25.6% | +36.0% | +9.5% |
| 6M | +45.7% | +7.3% | +38.4% | +40.0% |
| YTD | +42.6% | +113.9% | -71.3% | +27.6% |
| 1Y | +38.8% | +93.6% | -54.8% | +24.4% |
| All | +38.8% | +88.9% | -50.2% | +24.4% |
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