+101.0%
FHN vs PENG
+762.7%
-661.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.4% | -6.5% | -1.2% |
| 7D | +1.2% | +4.5% | -3.4% | +0.4% |
| 30D | -4.7% | -7.1% | +2.4% | -3.7% |
| 3M | +3.5% | -27.3% | +30.8% | +5.9% |
| 6M | +7.8% | +169.6% | -161.8% | -16.0% |
| YTD | +5.9% | +164.6% | -158.7% | -17.7% |
| 1Y | +12.5% | +109.5% | -97.0% | -9.3% |
| 3Y | +117.2% | +98.9% | +18.3% | +62.9% |
| 5Y | +86.5% | +116.3% | -29.7% | +30.3% |
| All | +101.0% | +762.7% | -661.7% | +20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling