-41.4%
PCOR vs FHN
+86.2%
-127.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.2% |
| 7D | -9.0% | +1.2% | -10.1% | -9.2% |
| 30D | +4.2% | -4.7% | +8.9% | +5.3% |
| 3M | +14.4% | +3.5% | +10.9% | +13.1% |
| 6M | +0.2% | +7.8% | -7.6% | -2.3% |
| YTD | -20.3% | +5.9% | -26.1% | -21.9% |
| 1Y | -16.1% | +12.5% | -28.6% | -19.4% |
| 3Y | -14.7% | +117.2% | -131.9% | -26.5% |
| All | -41.4% | +86.2% | -127.6% | -52.8% |
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 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