+667.4%
THC vs PFGC
+465.8%
+201.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.1% |
| 7D | +3.7% | +8.5% | -4.8% | -0.6% |
| 30D | +9.0% | +15.0% | -6.0% | +1.4% |
| 3M | +10.4% | -6.2% | +16.6% | +13.4% |
| 6M | +45.7% | +15.7% | +29.9% | +34.4% |
| YTD | +42.6% | +19.6% | +23.0% | +28.2% |
| 1Y | +38.8% | +13.2% | +25.6% | +27.8% |
| 3Y | +418.8% | +77.0% | +341.9% | +270.6% |
| 5Y | +275.7% | +121.5% | +154.2% | +131.4% |
| 10Y | +1,496.2% | +354.5% | +1,141.7% | +516.2% |
| All | +667.4% | +465.8% | +201.6% | +194.6% |
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