+1,573.8%
PBR vs FHN
+162.4%
+1,411.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +8.6% | +1.2% | +7.4% | +8.0% |
| 30D | +12.8% | -4.7% | +17.5% | +14.7% |
| 3M | +14.7% | +3.5% | +11.1% | +12.7% |
| 6M | +25.2% | +7.8% | +17.4% | +20.6% |
| YTD | +77.1% | +5.9% | +71.3% | +71.3% |
| 1Y | +69.6% | +12.5% | +57.1% | +59.1% |
| 3Y | +95.6% | +117.2% | -21.6% | +35.9% |
| 5Y | +501.8% | +86.5% | +415.2% | +304.1% |
| 10Y | +640.6% | +125.7% | +514.8% | +344.1% |
| All | +1,573.8% | +162.4% | +1,411.4% | +901.9% |
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 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