+950.1%
THC vs PFG
+239.4%
+710.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.3% |
| 7D | -2.6% | +6.0% | -8.5% | -6.7% |
| 30D | -1.2% | +2.2% | -3.4% | -3.0% |
| 3M | +58.9% | +10.4% | +48.6% | +47.7% |
| 6M | +9.3% | +27.8% | -18.4% | -9.0% |
| YTD | +30.4% | +33.6% | -3.3% | +4.2% |
| 1Y | +34.6% | +49.3% | -14.7% | -1.5% |
| 3Y | +246.7% | +69.7% | +176.9% | +124.8% |
| 5Y | +244.5% | +111.3% | +133.2% | +83.1% |
| 10Y | +950.1% | +240.3% | +709.8% | +268.3% |
| All | +950.1% | +239.4% | +710.7% | +268.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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