+199.5%
PAAS vs FHN
+131.7%
+67.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -2.9% | +1.2% | -4.1% | -3.0% |
| 30D | +6.8% | -4.7% | +11.5% | +7.3% |
| 3M | -2.9% | +3.5% | -6.4% | -3.3% |
| 6M | -16.4% | +7.8% | -24.2% | -17.1% |
| YTD | 0.0% | +5.9% | -5.9% | -0.7% |
| 1Y | +54.3% | +12.5% | +41.9% | +52.1% |
| 3Y | +230.7% | +117.2% | +113.5% | +204.4% |
| 5Y | +111.6% | +86.5% | +25.1% | +91.4% |
| All | +199.5% | +131.7% | +67.8% | +121.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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