+74.8%
THC vs PFG
+960.1%
-885.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.4% |
| 7D | +3.7% | -0.6% | +4.3% | +4.0% |
| 30D | +9.0% | +2.0% | +7.0% | +8.2% |
| 3M | +10.4% | -3.2% | +13.6% | +11.5% |
| 6M | +45.7% | +10.9% | +34.7% | +39.5% |
| YTD | +42.6% | +28.8% | +13.7% | +28.1% |
| 1Y | +38.8% | +39.2% | -0.4% | +20.8% |
| 3Y | +418.8% | +75.0% | +343.8% | +310.5% |
| 5Y | +275.7% | +91.9% | +183.7% | +187.0% |
| 10Y | +1,496.2% | +202.3% | +1,293.9% | +940.8% |
| All | +74.8% | +960.1% | -885.4% | -27.9% |
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