+362.2%
PBF vs FHN
+125.8%
+236.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.1% |
| 7D | +1.4% | 0.0% | +1.3% | +1.3% |
| 30D | +15.8% | -2.6% | +18.4% | +17.9% |
| 3M | +90.3% | 0.0% | +90.2% | +89.2% |
| 6M | +102.8% | +9.2% | +93.6% | +86.0% |
| YTD | +187.3% | +4.3% | +183.0% | +171.8% |
| 1Y | +161.8% | +10.8% | +151.1% | +134.4% |
| 3Y | +55.5% | +130.7% | -75.2% | -24.0% |
| 5Y | +801.9% | +87.4% | +714.5% | +296.7% |
| 10Y | +362.2% | +126.9% | +235.4% | +34.6% |
| All | +362.2% | +125.8% | +236.4% | +34.6% |
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