+87.6%
FHN vs PENG
+520.3%
-432.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -23.0% | +20.4% | +1.2% |
| 7D | -2.3% | -36.7% | +34.4% | +4.4% |
| 30D | -0.9% | -42.0% | +41.1% | +6.5% |
| 3M | -11.0% | -33.2% | +22.2% | -7.3% |
| 6M | -5.4% | +2.1% | -7.5% | -13.1% |
| YTD | -1.2% | +90.3% | -91.5% | -20.8% |
| 1Y | +10.5% | +67.7% | -57.2% | -9.5% |
| 3Y | +115.1% | +154.2% | -39.1% | +52.9% |
| 5Y | +58.1% | +28.3% | +29.8% | +19.9% |
| All | +87.6% | +520.3% | -432.7% | +15.5% |
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