+89.9%
FHN vs PENG
+735.0%
-645.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.8% |
| 7D | +1.3% | +34.6% | -33.4% | -3.9% |
| 30D | +2.8% | -35.9% | +38.7% | +8.8% |
| 3M | -8.9% | -14.7% | +5.8% | -9.0% |
| 6M | -0.7% | +13.5% | -14.2% | -9.9% |
| YTD | +0.1% | +156.1% | -156.1% | -23.9% |
| 1Y | +10.4% | +141.3% | -130.9% | -15.2% |
| 3Y | +128.8% | +223.4% | -94.6% | +56.3% |
| 5Y | +61.5% | +67.4% | -5.9% | +17.2% |
| All | +89.9% | +735.0% | -645.1% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling