+804.0%
PBF vs FHN
+88.9%
+715.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.1% | +4.4% | +3.6% |
| 7D | +2.4% | +2.7% | -0.3% | +1.5% |
| 30D | +24.9% | -3.1% | +28.0% | +26.1% |
| 3M | +81.9% | +2.3% | +79.5% | +80.0% |
| 6M | +79.4% | +9.7% | +69.6% | +72.0% |
| YTD | +188.3% | +4.7% | +183.6% | +181.2% |
| 1Y | +177.3% | +13.8% | +163.5% | +161.7% |
| 3Y | +56.0% | +131.6% | -75.6% | +18.5% |
| 5Y | +804.0% | +91.1% | +712.9% | +418.6% |
| All | +804.0% | +88.9% | +715.1% | +418.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling