+254.0%
THC vs PENG
+115.2%
+138.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.4% | -5.8% | -0.2% |
| 7D | -0.7% | +4.5% | -5.2% | -1.2% |
| 30D | +1.3% | -7.1% | +8.4% | +1.9% |
| 3M | +64.2% | -27.3% | +91.5% | +66.3% |
| 6M | +8.3% | +169.6% | -161.3% | -14.9% |
| YTD | +33.4% | +164.6% | -131.2% | +4.7% |
| 1Y | +37.7% | +109.5% | -71.8% | +11.8% |
| 3Y | +236.8% | +98.9% | +137.9% | +151.6% |
| All | +254.0% | +115.2% | +138.7% | +165.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling