+276.8%
THC vs PFG
+91.4%
+185.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.1% |
| 7D | +3.7% | -0.6% | +4.3% | +4.2% |
| 30D | +9.0% | +2.0% | +7.0% | +7.8% |
| 3M | +10.4% | -3.2% | +13.6% | +12.0% |
| 6M | +45.7% | +10.9% | +34.7% | +36.2% |
| YTD | +42.6% | +28.8% | +13.7% | +20.6% |
| 1Y | +38.8% | +39.2% | -0.4% | +11.4% |
| 3Y | +418.8% | +75.0% | +343.8% | +247.5% |
| All | +276.8% | +91.4% | +185.4% | +130.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling