+262.6%
THC vs PPG
-20.0%
+282.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.3% | +6.2% | +5.1% |
| 7D | +4.1% | -3.7% | +7.8% | +6.1% |
| 30D | +3.5% | -7.2% | +10.7% | +7.4% |
| 3M | +61.7% | -7.3% | +69.1% | +67.7% |
| 6M | +11.8% | +0.3% | +11.6% | +10.5% |
| YTD | +35.4% | +6.5% | +28.9% | +28.7% |
| 1Y | +37.0% | +0.5% | +36.5% | +34.0% |
| 3Y | +260.1% | -15.3% | +275.4% | +280.1% |
| 5Y | +262.6% | -22.9% | +285.5% | +300.0% |
| All | +262.6% | -20.0% | +282.6% | +300.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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