-11.8%
PCOR vs FHN
+51.3%
-63.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | +3.0% | +2.1% | +0.9% | +2.5% |
| 30D | +38.7% | +3.8% | +34.9% | +37.5% |
| 3M | +24.9% | -8.9% | +33.8% | +27.6% |
| 6M | +68.8% | +1.8% | +67.0% | +67.4% |
| YTD | +6.7% | +0.6% | +6.1% | +5.8% |
| 1Y | +3.0% | +12.9% | -9.9% | -0.9% |
| 3Y | +48.6% | +126.4% | -77.8% | +29.7% |
| 5Y | -12.7% | +62.3% | -75.0% | -22.0% |
| All | -11.8% | +51.3% | -63.1% | -22.8% |
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