+63.5%
THC vs PFG
+1,015.3%
-951.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.2% |
| 7D | -0.7% | +5.5% | -6.2% | -2.8% |
| 30D | +1.3% | +2.4% | -1.1% | +0.2% |
| 3M | +64.2% | +13.6% | +50.7% | +56.1% |
| 6M | +8.3% | +27.9% | -19.6% | -2.0% |
| YTD | +33.4% | +35.6% | -2.2% | +17.6% |
| 1Y | +37.7% | +48.5% | -10.8% | +16.7% |
| 3Y | +236.8% | +66.9% | +169.9% | +171.7% |
| 5Y | +249.3% | +111.0% | +138.3% | +157.0% |
| 10Y | +995.2% | +244.5% | +750.8% | +583.9% |
| All | +63.5% | +1,015.3% | -951.8% | -33.9% |
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 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