-7.4%
PEG vs FHN
+14.6%
-22.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.4% |
| 7D | +1.0% | +2.3% | -1.2% | +0.8% |
| 30D | +6.6% | +1.6% | +5.0% | +6.4% |
| 3M | -3.1% | -8.4% | +5.3% | -2.6% |
| 6M | -7.4% | -2.3% | -5.1% | -7.4% |
| YTD | -6.4% | +1.5% | -7.9% | -6.7% |
| 1Y | -7.4% | +15.0% | -22.5% | -6.5% |
| All | -7.4% | +14.6% | -22.0% | -6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling