-19.8%
PCOR vs FHN
+57.4%
-77.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.7% |
| 7D | +23.7% | -2.3% | +26.0% | +24.5% |
| 30D | +39.0% | -0.9% | +39.9% | +39.4% |
| 3M | +35.8% | -11.0% | +46.8% | +39.7% |
| 6M | +38.2% | -5.4% | +43.6% | +39.8% |
| YTD | +3.9% | -1.2% | +5.1% | +3.5% |
| 1Y | +5.7% | +10.5% | -4.8% | +2.1% |
| 3Y | +44.8% | +115.1% | -70.3% | +26.8% |
| 5Y | -19.8% | +58.1% | -77.9% | -28.5% |
| All | -19.8% | +57.4% | -77.1% | -28.5% |
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 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