+1,800.1%
THC vs PFG
+203.0%
+1,597.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.0% | -2.0% | -0.9% |
| 7D | +7.5% | +2.3% | +5.2% | +5.9% |
| 30D | +9.6% | +7.6% | +2.0% | +3.9% |
| 3M | +10.3% | +2.5% | +7.7% | +7.6% |
| 6M | +51.8% | +16.6% | +35.2% | +34.8% |
| YTD | +45.4% | +34.1% | +11.4% | +15.4% |
| 1Y | +40.8% | +44.1% | -3.3% | +5.5% |
| 3Y | +448.8% | +86.3% | +362.5% | +229.4% |
| 5Y | +263.4% | +101.6% | +161.8% | +99.4% |
| 10Y | +1,800.1% | +197.9% | +1,602.2% | +598.5% |
| All | +1,800.1% | +203.0% | +1,597.1% | +598.5% |
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