+1,591.3%
THC vs PENG
+705.8%
+885.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -9.1% | +18.7% | +11.2% |
| 7D | +8.8% | -20.5% | +29.3% | +12.7% |
| 30D | +12.6% | -20.4% | +33.0% | +15.5% |
| 3M | +15.4% | -16.4% | +31.8% | +16.3% |
| 6M | +57.7% | +49.2% | +8.4% | +31.6% |
| YTD | +47.1% | +147.2% | -100.1% | +7.5% |
| 1Y | +40.7% | +124.7% | -84.0% | +4.7% |
| 3Y | +432.1% | +230.3% | +201.9% | +230.9% |
| 5Y | +301.9% | +71.4% | +230.5% | +172.3% |
| All | +1,591.3% | +705.8% | +885.4% | +818.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling