+245.8%
THC vs PFGC
+60.5%
+185.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | -0.7% | -2.2% | +1.5% | +0.2% |
| 30D | +1.3% | -11.9% | +13.2% | +6.2% |
| 3M | +64.2% | +5.0% | +59.2% | +60.6% |
| 6M | +8.3% | +8.6% | -0.3% | +4.3% |
| YTD | +33.4% | +9.7% | +23.7% | +27.2% |
| 1Y | +37.7% | -6.3% | +44.0% | +39.8% |
| All | +245.8% | +60.5% | +185.3% | +145.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling