+48.5%
PFE vs FHN
+80.9%
-32.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | -2.1% | +1.3% | -3.4% | -2.2% |
| 30D | +3.1% | +2.8% | +0.3% | +2.8% |
| 3M | +11.2% | -8.9% | +20.1% | +12.3% |
| 6M | +15.0% | -0.7% | +15.7% | +15.0% |
| YTD | +23.5% | +0.1% | +23.5% | +23.2% |
| 1Y | +18.9% | +10.4% | +8.5% | +17.1% |
| 3Y | +18.7% | +128.8% | -110.1% | +6.3% |
| 5Y | -24.0% | +61.5% | -85.5% | -31.1% |
| All | +48.5% | +80.9% | -32.4% | +31.0% |
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