+3,309.4%
PEP vs FHN
+1,728.2%
+1,581.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.2% |
| 7D | +1.1% | -0.9% | +2.0% | +1.2% |
| 30D | +13.6% | +2.0% | +11.6% | +13.3% |
| 3M | +5.1% | -6.8% | +11.9% | +6.0% |
| 6M | -1.6% | -0.8% | -0.8% | -1.6% |
| YTD | +3.3% | +0.6% | +2.8% | +3.0% |
| 1Y | +3.2% | +11.5% | -8.3% | +1.6% |
| 3Y | -3.9% | +130.0% | -133.9% | -15.1% |
| 5Y | +4.0% | +60.8% | -56.7% | -6.6% |
| 10Y | +90.1% | +84.0% | +6.2% | +58.7% |
| All | +3,309.4% | +1,728.2% | +1,581.2% | +1,166.8% |
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 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