+12,304.7%
PCAR vs FHN
+1,690.1%
+10,614.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | +0.1% | -1.0% | +1.1% | +0.4% |
| 30D | -4.6% | +0.2% | -4.8% | -4.6% |
| 3M | -22.6% | -9.0% | -13.6% | -20.0% |
| 6M | -12.0% | -6.8% | -5.1% | -9.8% |
| YTD | -6.1% | -1.5% | -4.6% | -5.7% |
| 1Y | +6.3% | +10.9% | -4.6% | +2.5% |
| 3Y | +31.8% | +119.4% | -87.6% | -2.0% |
| 5Y | +104.2% | +57.5% | +46.6% | +57.4% |
| 10Y | +302.9% | +114.1% | +188.8% | +151.5% |
| All | +12,304.7% | +1,690.1% | +10,614.6% | +2,971.0% |
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