+3,159.9%
PEP vs FHN
+1,824.4%
+1,335.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -1.4% | +1.2% | -2.6% | -1.5% |
| 30D | +0.2% | -4.7% | +4.9% | +0.8% |
| 3M | -1.1% | +3.5% | -4.7% | -1.6% |
| 6M | -13.5% | +7.8% | -21.3% | -14.4% |
| YTD | -1.2% | +5.9% | -7.1% | -2.1% |
| 1Y | -1.6% | +12.5% | -14.0% | -3.4% |
| 3Y | -12.5% | +117.2% | -129.7% | -22.2% |
| 5Y | +3.0% | +86.5% | -83.5% | -9.4% |
| 10Y | +73.9% | +125.7% | -51.8% | +41.2% |
| All | +3,159.9% | +1,824.4% | +1,335.5% | +1,103.7% |
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