+396.1%
PBF vs FHN
+63.2%
+332.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.1% | +1.3% | +2.7% |
| 7D | -7.4% | -0.5% | -6.9% | -7.2% |
| 30D | -17.5% | +1.9% | -19.4% | -18.0% |
| 3M | +13.1% | -6.9% | +20.1% | +15.5% |
| 6M | +72.6% | -3.1% | +75.7% | +73.6% |
| YTD | +161.2% | +0.6% | +160.6% | +158.3% |
| 1Y | +93.3% | +12.4% | +81.0% | +84.2% |
| 3Y | +80.7% | +133.7% | -53.0% | +42.3% |
| 5Y | +396.1% | +61.4% | +334.7% | +281.9% |
| All | +396.1% | +63.2% | +332.8% | +281.9% |
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