+127.7%
FHN vs PFG
+242.8%
-115.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | 0.0% |
| 7D | +2.7% | +6.0% | -3.3% | -2.3% |
| 30D | -3.1% | +2.2% | -5.3% | -5.1% |
| 3M | +2.3% | +10.4% | -8.0% | -6.2% |
| 6M | +9.7% | +27.8% | -18.0% | -10.8% |
| YTD | +4.7% | +33.6% | -28.9% | -18.1% |
| 1Y | +13.8% | +49.3% | -35.5% | -18.8% |
| 3Y | +131.6% | +69.7% | +61.8% | +49.4% |
| 5Y | +91.1% | +111.3% | -20.2% | -2.6% |
| All | +127.7% | +242.8% | -115.1% | -30.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling