+617.9%
THC vs PFGC
+419.1%
+198.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.9% |
| 7D | -0.7% | -2.2% | +1.5% | +0.5% |
| 30D | +1.3% | -11.9% | +13.2% | +7.6% |
| 3M | +64.2% | +5.0% | +59.2% | +59.7% |
| 6M | +8.3% | +8.6% | -0.3% | +3.2% |
| YTD | +33.4% | +9.7% | +23.7% | +25.5% |
| 1Y | +37.7% | -6.3% | +44.0% | +39.6% |
| 3Y | +236.8% | +58.2% | +178.6% | +155.5% |
| 5Y | +249.3% | +110.4% | +138.8% | +120.5% |
| 10Y | +995.2% | +272.8% | +722.5% | +357.9% |
| All | +617.9% | +419.1% | +198.8% | +188.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling