+2,856.5%
PEG vs FHN
+1,824.4%
+1,032.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | +0.7% | +1.2% | -0.5% | +0.5% |
| 30D | -2.4% | -4.7% | +2.3% | -1.7% |
| 3M | -4.8% | +3.5% | -8.3% | -5.4% |
| 6M | -10.7% | +7.8% | -18.5% | -11.9% |
| YTD | -6.7% | +5.9% | -12.6% | -7.8% |
| 1Y | -6.8% | +12.5% | -19.3% | -9.1% |
| 3Y | +34.5% | +117.2% | -82.7% | +16.2% |
| 5Y | +35.8% | +86.5% | -50.8% | +16.0% |
| 10Y | +141.7% | +125.7% | +16.0% | +88.7% |
| All | +2,856.5% | +1,824.4% | +1,032.1% | +1,557.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling