+254.0%
THC vs PFGC
+111.4%
+142.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | -0.7% | -2.2% | +1.5% | +0.4% |
| 30D | +1.3% | -11.9% | +13.2% | +7.3% |
| 3M | +64.2% | +5.0% | +59.2% | +59.8% |
| 6M | +8.3% | +8.6% | -0.3% | +3.4% |
| YTD | +33.4% | +9.7% | +23.7% | +25.8% |
| 1Y | +37.7% | -6.3% | +44.0% | +39.8% |
| 3Y | +236.8% | +58.2% | +178.6% | +153.6% |
| All | +254.0% | +111.4% | +142.6% | +113.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling