+279.8%
THC vs PENG
+31.0%
+248.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -23.0% | +21.0% | +0.4% |
| 7D | +5.9% | -36.7% | +42.6% | +10.4% |
| 30D | +10.8% | -42.0% | +52.9% | +16.1% |
| 3M | +9.4% | -33.2% | +42.6% | +12.3% |
| 6M | +53.3% | +2.1% | +51.1% | +39.1% |
| YTD | +44.2% | +90.3% | -46.1% | +14.6% |
| 1Y | +37.3% | +67.7% | -30.3% | +11.4% |
| 3Y | +421.6% | +154.2% | +267.4% | +251.1% |
| 5Y | +279.8% | +28.3% | +251.5% | +181.9% |
| All | +279.8% | +31.0% | +248.8% | +181.9% |
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 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