+499.2%
THC vs PPG
+2,762.5%
-2,263.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | -0.2% |
| 7D | -0.7% | -1.5% | +0.8% | 0.0% |
| 30D | +1.3% | -5.0% | +6.2% | +3.8% |
| 3M | +64.2% | +1.1% | +63.1% | +62.9% |
| 6M | +8.3% | -3.2% | +11.4% | +8.8% |
| YTD | +33.4% | +11.9% | +21.5% | +23.8% |
| 1Y | +37.7% | +5.3% | +32.4% | +31.2% |
| 3Y | +236.8% | -15.0% | +251.8% | +252.9% |
| 5Y | +249.3% | -19.6% | +268.9% | +270.5% |
| 10Y | +995.2% | +27.0% | +968.2% | +851.8% |
| All | +499.2% | +2,762.5% | -2,263.3% | +84.9% |
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