+32.9%
PFE vs FHN
+126.5%
-93.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.2% |
| 7D | -2.7% | +2.7% | -5.3% | -3.0% |
| 30D | +3.8% | -3.1% | +7.0% | +4.2% |
| 3M | +10.4% | +2.3% | +8.0% | +9.9% |
| 6M | +6.3% | +9.7% | -3.5% | +4.9% |
| YTD | +17.4% | +4.7% | +12.6% | +16.4% |
| 1Y | +21.1% | +13.8% | +7.4% | +18.7% |
| 3Y | -1.6% | +131.6% | -133.2% | -12.6% |
| 5Y | -22.2% | +91.1% | -113.3% | -31.7% |
| 10Y | +32.9% | +126.6% | -93.8% | -4.3% |
| All | +32.9% | +126.5% | -93.6% | -4.3% |
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