+250.9%
PBF vs FHN
+81.8%
+169.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.1% |
| 7D | +6.5% | +2.1% | +4.3% | +4.9% |
| 30D | -20.0% | +3.8% | -23.8% | -22.2% |
| 3M | -3.3% | -8.9% | +5.6% | +2.9% |
| 6M | +76.8% | +1.8% | +75.0% | +72.7% |
| YTD | +168.9% | +0.6% | +168.4% | +160.6% |
| 1Y | +96.4% | +12.9% | +83.4% | +74.2% |
| 3Y | +77.2% | +126.4% | -49.2% | -11.4% |
| 5Y | +417.7% | +62.3% | +355.4% | +159.1% |
| All | +250.9% | +81.8% | +169.1% | +26.1% |
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