-18.7%
PCOR vs FHN
+63.2%
-81.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +1.0% |
| 7D | +22.2% | -0.5% | +22.7% | +22.4% |
| 30D | +36.0% | +1.9% | +34.1% | +35.4% |
| 3M | +34.0% | -6.9% | +40.9% | +36.3% |
| 6M | +43.5% | -3.1% | +46.6% | +44.2% |
| YTD | +5.1% | +0.6% | +4.5% | +4.2% |
| 1Y | -3.9% | +12.4% | -16.3% | -7.6% |
| 3Y | +52.9% | +133.7% | -80.8% | +32.8% |
| 5Y | -18.7% | +61.4% | -80.0% | -27.9% |
| All | -18.7% | +63.2% | -81.9% | -27.9% |
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