+80.7%
THC vs PFG
+996.3%
-915.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.1% | +1.4% |
| 7D | +0.2% | -2.2% | +2.5% | +1.1% |
| 30D | +9.0% | +6.4% | +2.7% | +6.4% |
| 3M | +12.9% | +2.2% | +10.7% | +11.7% |
| 6M | +52.8% | +16.3% | +36.6% | +43.6% |
| YTD | +47.4% | +33.2% | +14.2% | +30.7% |
| 1Y | +47.7% | +40.6% | +7.1% | +28.1% |
| 3Y | +444.7% | +83.3% | +361.3% | +323.2% |
| 5Y | +269.3% | +97.7% | +171.5% | +178.8% |
| 10Y | +1,913.5% | +189.9% | +1,723.7% | +1,229.4% |
| All | +80.7% | +996.3% | -915.6% | -26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling