+367.2%
PCAR vs FHN
+131.7%
+235.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -0.5% | +1.2% | -1.7% | -0.9% |
| 30D | -6.2% | -4.7% | -1.5% | -4.9% |
| 3M | +5.9% | +3.5% | +2.3% | +4.8% |
| 6M | +0.4% | +7.8% | -7.4% | -1.8% |
| YTD | +14.8% | +5.9% | +8.9% | +12.8% |
| 1Y | +30.1% | +12.5% | +17.6% | +25.2% |
| 3Y | +66.6% | +117.2% | -50.6% | +30.2% |
| 5Y | +166.1% | +86.5% | +79.6% | +102.2% |
| All | +367.2% | +131.7% | +235.5% | +197.6% |
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