+55.8%
FHN vs PFG
+1,015.3%
-959.4%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.5% | +0.8% |
| 7D | +1.2% | +5.5% | -4.4% | -2.1% |
| 30D | -4.7% | +2.4% | -7.1% | -6.2% |
| 3M | +3.5% | +13.6% | -10.0% | -4.4% |
| 6M | +7.8% | +27.9% | -20.1% | -7.1% |
| YTD | +5.9% | +35.6% | -29.7% | -11.9% |
| 1Y | +12.5% | +48.5% | -36.0% | -11.3% |
| 3Y | +117.2% | +66.9% | +50.3% | +61.6% |
| 5Y | +86.5% | +111.0% | -24.4% | +18.6% |
| 10Y | +125.7% | +244.5% | -118.8% | +11.9% |
| All | +55.8% | +1,015.3% | -959.4% | -57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling