+281.9%
PBF vs FHN
+269.8%
+12.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.1% | -5.4% | -5.3% |
| 7D | -15.3% | +0.9% | -16.2% | -15.8% |
| 30D | -21.8% | +2.1% | -23.9% | -23.1% |
| 3M | -0.2% | -6.0% | +5.8% | +3.8% |
| 6M | +63.6% | -2.9% | +66.5% | +65.2% |
| YTD | +147.5% | +0.7% | +146.8% | +139.9% |
| 1Y | +69.8% | +11.0% | +58.8% | +53.0% |
| 3Y | +65.3% | +130.3% | -65.0% | -16.8% |
| 5Y | +393.4% | +61.3% | +332.1% | +156.9% |
| 10Y | +240.3% | +89.6% | +150.7% | +42.8% |
| All | +281.9% | +269.8% | +12.1% | +10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling