+668.5%
PBR vs FHN
+129.4%
+539.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.4% | +1.8% |
| 7D | +4.2% | -0.8% | +5.0% | +4.6% |
| 30D | +22.7% | -2.6% | +25.4% | +23.9% |
| 3M | +21.5% | +0.8% | +20.7% | +20.5% |
| 6M | +24.0% | +9.2% | +14.8% | +18.2% |
| YTD | +88.2% | +5.1% | +83.1% | +81.6% |
| 1Y | +74.8% | +12.2% | +62.6% | +62.6% |
| 3Y | +105.1% | +132.4% | -27.3% | +28.0% |
| 5Y | +572.2% | +91.1% | +481.2% | +291.6% |
| All | +668.5% | +129.4% | +539.1% | +261.2% |
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