+76.6%
PEP vs FHN
+126.5%
-49.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.7% |
| 7D | +0.1% | +2.7% | -2.6% | -0.2% |
| 30D | +0.7% | -3.1% | +3.8% | +1.0% |
| 3M | -0.5% | +2.3% | -2.9% | -0.8% |
| 6M | -11.3% | +9.7% | -21.0% | -12.2% |
| YTD | -0.6% | +4.7% | -5.3% | -1.2% |
| 1Y | +1.7% | +13.8% | -12.1% | 0.0% |
| 3Y | -12.5% | +131.6% | -144.0% | -21.5% |
| 5Y | +3.9% | +91.1% | -87.3% | -8.0% |
| 10Y | +76.6% | +126.6% | -50.1% | +43.0% |
| All | +76.6% | +126.5% | -49.9% | +43.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling