+12,741.4%
PCAR vs FHN
+1,730.5%
+11,010.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +3.5% | +0.9% | +2.6% | +3.2% |
| 30D | -2.3% | +2.1% | -4.4% | -3.0% |
| 3M | -19.3% | -6.0% | -13.4% | -17.6% |
| 6M | -7.1% | -2.9% | -4.2% | -6.1% |
| YTD | -2.8% | +0.7% | -3.5% | -3.1% |
| 1Y | +9.3% | +11.0% | -1.7% | +5.4% |
| 3Y | +33.5% | +130.3% | -96.8% | -2.4% |
| 5Y | +112.6% | +61.3% | +51.4% | +62.7% |
| 10Y | +276.9% | +89.6% | +187.4% | +146.0% |
| All | +12,741.4% | +1,730.5% | +11,010.9% | +3,055.1% |
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