+49.6%
PFE vs FHN
+106.3%
-56.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.7% | -0.8% |
| 7D | -4.7% | -0.5% | -4.2% | -4.6% |
| 30D | +3.4% | +1.9% | +1.4% | +3.1% |
| 3M | +9.2% | -6.9% | +16.2% | +10.1% |
| 6M | +15.8% | -3.1% | +18.9% | +16.1% |
| YTD | +23.4% | +0.6% | +22.9% | +23.0% |
| 1Y | +25.8% | +12.4% | +13.5% | +23.7% |
| 3Y | +17.8% | +133.7% | -115.9% | +5.1% |
| 5Y | -20.2% | +61.4% | -81.5% | -27.6% |
| 10Y | +49.6% | +97.9% | -48.3% | +21.5% |
| All | +49.6% | +106.3% | -56.7% | +21.5% |
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