+186.4%
PAAS vs FHN
+106.3%
+80.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.8% | +2.7% |
| 7D | +8.8% | -0.5% | +9.3% | +8.9% |
| 30D | -8.5% | +1.9% | -10.4% | -8.6% |
| 3M | -17.0% | -6.9% | -10.1% | -16.5% |
| 6M | -27.9% | -3.1% | -24.8% | -27.7% |
| YTD | -17.5% | +0.6% | -18.1% | -17.6% |
| 1Y | +22.8% | +12.4% | +10.5% | +21.3% |
| 3Y | +224.2% | +133.7% | +90.5% | +197.8% |
| 5Y | +73.6% | +61.4% | +12.3% | +60.0% |
| 10Y | +186.4% | +97.9% | +88.5% | +219.0% |
| All | +186.4% | +106.3% | +80.1% | +219.0% |
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