+950.1%
THC vs PFGC
+273.4%
+676.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.3% |
| 7D | -2.6% | -2.4% | -0.1% | -1.3% |
| 30D | -1.2% | -15.8% | +14.6% | +7.7% |
| 3M | +58.9% | -0.6% | +59.5% | +58.9% |
| 6M | +9.3% | +10.7% | -1.3% | +3.1% |
| YTD | +30.4% | +7.6% | +22.7% | +23.7% |
| 1Y | +34.6% | -7.8% | +42.4% | +37.7% |
| 3Y | +246.7% | +63.7% | +182.9% | +156.4% |
| 5Y | +244.5% | +112.3% | +132.3% | +113.9% |
| 10Y | +950.1% | +286.7% | +663.4% | +333.7% |
| All | +950.1% | +273.4% | +676.7% | +333.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling