+115.2%
PCAR vs FHN
+61.2%
+54.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +4.9% | +2.1% | +2.8% | +4.4% |
| 30D | -1.4% | +3.8% | -5.2% | -2.3% |
| 3M | -18.1% | -8.9% | -9.2% | -16.3% |
| 6M | -4.0% | +1.8% | -5.8% | -4.3% |
| YTD | -1.5% | +0.6% | -2.0% | -1.6% |
| 1Y | +13.2% | +12.9% | +0.3% | +10.3% |
| 3Y | +35.8% | +126.4% | -90.6% | +17.2% |
| All | +115.2% | +61.2% | +54.1% | +84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling