+34.6%
THC vs PFG
+48.9%
-14.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -2.0% |
| 7D | -2.6% | +6.0% | -8.5% | -3.7% |
| 30D | -1.2% | +2.2% | -3.4% | -1.6% |
| 3M | +58.9% | +10.4% | +48.6% | +56.4% |
| 6M | +9.3% | +27.8% | -18.4% | +6.2% |
| YTD | +30.4% | +33.6% | -3.3% | +25.8% |
| 1Y | +34.6% | +49.3% | -14.7% | +26.1% |
| All | +34.6% | +48.9% | -14.3% | +26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling