+35.7%
PEG vs FHN
+88.9%
-53.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.8% |
| 7D | +1.0% | +2.7% | -1.6% | +0.8% |
| 30D | -1.9% | -3.1% | +1.2% | -1.6% |
| 3M | -3.7% | +2.3% | -6.0% | -3.9% |
| 6M | -9.4% | +9.7% | -19.2% | -10.3% |
| YTD | -6.0% | +4.7% | -10.7% | -6.6% |
| 1Y | -4.4% | +13.8% | -18.1% | -5.9% |
| 3Y | +33.5% | +131.6% | -98.0% | +23.2% |
| 5Y | +35.7% | +91.1% | -55.4% | +27.2% |
| All | +35.7% | +88.9% | -53.2% | +27.2% |
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