+1,649.1%
THC vs PFG
+182.5%
+1,466.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.0% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +7.5% | +5.0% | +2.5% | +3.8% |
| 3M | +7.5% | +0.1% | +7.5% | +6.8% |
| 6M | +46.4% | +13.8% | +32.7% | +32.2% |
| YTD | +44.4% | +31.2% | +13.1% | +16.2% |
| 1Y | +43.4% | +37.1% | +6.4% | +11.4% |
| 3Y | +433.3% | +80.6% | +352.7% | +226.7% |
| 5Y | +262.5% | +93.7% | +168.8% | +104.4% |
| All | +1,649.1% | +182.5% | +1,466.6% | +524.9% |
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