+126.9%
FHN vs PFG
+239.8%
-112.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.3% |
| 7D | 0.0% | +3.2% | -3.2% | -2.7% |
| 30D | -2.6% | +0.9% | -3.5% | -3.6% |
| 3M | 0.0% | +7.7% | -7.7% | -6.5% |
| 6M | +9.2% | +29.0% | -19.7% | -11.9% |
| YTD | +4.3% | +32.5% | -28.1% | -17.8% |
| 1Y | +10.8% | +47.3% | -36.6% | -20.1% |
| 3Y | +130.7% | +68.2% | +62.5% | +49.9% |
| 5Y | +87.4% | +108.5% | -21.1% | -3.5% |
| 10Y | +126.9% | +241.4% | -114.5% | -30.6% |
| All | +126.9% | +239.8% | -112.9% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded PFG 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling