+105.7%
PCG vs FHN
+1,824.4%
-1,718.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.2% |
| 3M | -14.7% | +3.5% | -18.3% | -15.2% |
| 6M | -23.8% | +7.8% | -31.6% | -24.8% |
| YTD | -10.5% | +5.9% | -16.4% | -11.5% |
| 1Y | -5.1% | +12.5% | -17.6% | -7.3% |
| 3Y | -11.6% | +117.2% | -128.8% | -23.0% |
| 5Y | +59.0% | +86.5% | -27.5% | +37.3% |
| 10Y | -75.7% | +125.7% | -201.5% | -80.6% |
| All | +105.7% | +1,824.4% | -1,718.7% | +16.6% |
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