+80.7%
PBF vs FHN
+129.2%
-48.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.1% | +1.3% | +2.5% |
| 7D | -7.4% | -0.5% | -6.9% | -7.2% |
| 30D | -17.5% | +1.9% | -19.4% | -18.2% |
| 3M | +13.1% | -6.9% | +20.1% | +16.4% |
| 6M | +72.6% | -3.1% | +75.7% | +73.8% |
| YTD | +161.2% | +0.6% | +160.6% | +156.4% |
| 1Y | +93.3% | +12.4% | +81.0% | +79.1% |
| 3Y | +80.7% | +133.7% | -53.0% | +20.4% |
| All | +80.7% | +129.2% | -48.5% | +20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling