-76.7%
PCG vs FHN
+106.3%
-182.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +0.8% |
| 7D | -1.1% | -0.5% | -0.6% | -0.9% |
| 30D | +0.1% | +1.9% | -1.9% | -0.4% |
| 3M | -24.4% | -6.9% | -17.5% | -23.2% |
| 6M | -17.7% | -3.1% | -14.6% | -17.2% |
| YTD | -17.4% | +0.6% | -18.0% | -17.9% |
| 1Y | -19.4% | +12.4% | -31.7% | -22.1% |
| 3Y | -18.6% | +133.7% | -152.3% | -36.0% |
| 5Y | +10.2% | +61.4% | -51.1% | -10.6% |
| 10Y | -76.7% | +97.9% | -174.5% | -84.4% |
| All | -76.7% | +106.3% | -182.9% | -84.4% |
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