+61.4%
FHN vs PENG
+56.2%
+5.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +9.3% | -7.1% | +1.2% |
| 7D | -0.5% | -3.8% | +3.3% | -0.6% |
| 30D | +1.9% | -40.1% | +42.0% | +6.6% |
| 3M | -6.9% | -21.8% | +14.8% | -6.1% |
| 6M | -3.1% | +3.3% | -6.4% | -8.4% |
| YTD | +0.6% | +133.6% | -133.1% | -16.5% |
| 1Y | +12.4% | +110.7% | -98.3% | -5.5% |
| 3Y | +133.7% | +204.3% | -70.6% | +80.7% |
| 5Y | +61.4% | +54.4% | +7.0% | +27.1% |
| All | +61.4% | +56.2% | +5.1% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling