+254.0%
THC vs PTC
+6.0%
+247.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.0% | +6.6% | +2.8% |
| 7D | -0.7% | -10.3% | +9.6% | +3.2% |
| 30D | +1.3% | +1.1% | +0.1% | +0.3% |
| 3M | +64.2% | +1.6% | +62.6% | +60.9% |
| 6M | +8.3% | -13.5% | +21.7% | +12.5% |
| YTD | +33.4% | -19.1% | +52.4% | +41.6% |
| 1Y | +37.7% | -33.9% | +71.5% | +59.1% |
| 3Y | +236.8% | -3.9% | +240.7% | +205.4% |
| All | +254.0% | +6.0% | +247.9% | +188.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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