+54.5%
PCG vs FHN
+86.2%
-31.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | -13.9% | +1.2% | -15.0% | -14.0% |
| 30D | -16.9% | -4.7% | -12.2% | -16.3% |
| 3M | -14.7% | +3.5% | -18.3% | -15.1% |
| 6M | -23.8% | +7.8% | -31.6% | -24.6% |
| YTD | -10.5% | +5.9% | -16.4% | -11.3% |
| 1Y | -5.1% | +12.5% | -17.6% | -6.9% |
| 3Y | -11.6% | +117.2% | -128.8% | -19.6% |
| All | +54.5% | +86.2% | -31.7% | +35.1% |
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 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