+256.5%
THC vs PPG
-15.7%
+272.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +1.0% | +0.7% | +0.2% | +0.6% |
| 30D | +5.3% | +17.6% | -12.2% | -3.1% |
| 3M | +7.1% | +7.5% | -0.4% | +3.0% |
| 6M | +46.0% | +17.6% | +28.4% | +33.6% |
| YTD | +43.9% | +22.6% | +21.4% | +27.3% |
| 1Y | +45.4% | +28.0% | +17.4% | +25.4% |
| 3Y | +421.3% | +1.8% | +419.5% | +398.5% |
| All | +256.5% | -15.7% | +272.2% | +281.5% |
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