+546.6%
THC vs PPG
+3,036.2%
-2,489.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.3% |
| 3M | +7.1% | +7.5% | -0.4% | +2.9% |
| 6M | +46.0% | +17.6% | +28.4% | +33.2% |
| YTD | +43.9% | +22.6% | +21.4% | +27.2% |
| 1Y | +45.4% | +28.0% | +17.4% | +25.4% |
| 3Y | +421.3% | +1.8% | +419.5% | +396.6% |
| 5Y | +261.5% | -15.5% | +276.9% | +273.1% |
| 10Y | +1,865.8% | +54.9% | +1,810.9% | +1,454.3% |
| All | +546.6% | +3,036.2% | -2,489.5% | +89.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling