+48.0%
FHN vs PFG
+996.3%
-948.2%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.5% |
| 7D | -0.9% | -2.2% | +1.3% | +0.4% |
| 30D | +2.0% | +6.4% | -4.3% | -1.7% |
| 3M | -6.8% | +2.2% | -9.1% | -8.3% |
| 6M | -0.8% | +16.3% | -17.0% | -9.7% |
| YTD | +0.6% | +33.2% | -32.7% | -15.6% |
| 1Y | +11.5% | +40.6% | -29.1% | -9.3% |
| 3Y | +130.0% | +83.3% | +46.6% | +61.7% |
| 5Y | +60.8% | +97.7% | -36.9% | +6.0% |
| 10Y | +84.0% | +189.9% | -105.9% | -0.3% |
| All | +48.0% | +996.3% | -948.2% | -59.4% |
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