+66.4%
PBR vs FHN
+131.2%
-64.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.3% |
| 7D | -1.0% | +2.1% | -3.2% | -1.3% |
| 30D | -29.3% | +3.8% | -33.1% | -29.6% |
| 3M | +5.5% | -8.9% | +14.5% | +6.7% |
| 6M | -2.9% | +1.8% | -4.7% | -3.4% |
| YTD | +61.5% | +0.6% | +60.9% | +60.3% |
| 1Y | +46.9% | +12.9% | +33.9% | +42.7% |
| 3Y | +66.4% | +126.4% | -59.9% | +41.2% |
| All | +66.4% | +131.2% | -64.8% | +41.2% |
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 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