+48.3%
PCOR vs FHN
+114.0%
-65.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.2% |
| 7D | +22.7% | -1.0% | +23.7% | +23.5% |
| 30D | +37.5% | +0.2% | +37.2% | +37.4% |
| 3M | +35.2% | -9.0% | +44.2% | +41.7% |
| 6M | +42.2% | -6.8% | +49.1% | +46.5% |
| YTD | +3.6% | -1.5% | +5.1% | +2.3% |
| 1Y | -4.8% | +10.9% | -15.7% | -12.8% |
| 3Y | +48.3% | +119.4% | -71.0% | -12.5% |
| All | +48.3% | +114.0% | -65.7% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling