-12.2%
PCOR vs FHN
+50.5%
-62.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +2.2% | +1.3% | +0.9% | +1.8% |
| 30D | +37.4% | +2.8% | +34.6% | +36.6% |
| 3M | +33.2% | -8.9% | +42.1% | +36.2% |
| 6M | +60.6% | -0.7% | +61.3% | +60.3% |
| YTD | +6.2% | +0.1% | +6.1% | +5.4% |
| 1Y | -1.1% | +10.4% | -11.5% | -4.3% |
| 3Y | +48.4% | +128.8% | -80.4% | +29.5% |
| 5Y | -13.1% | +61.5% | -74.6% | -22.3% |
| All | -12.2% | +50.5% | -62.8% | -23.1% |
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 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