+23.2%
PFE vs FHN
+10.5%
+12.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -3.0% | -0.9% | -2.1% | -2.9% |
| 30D | +5.2% | +2.0% | +3.2% | +5.2% |
| 3M | +12.2% | -6.8% | +19.1% | +12.4% |
| 6M | +17.8% | -0.8% | +18.6% | +17.0% |
| YTD | +26.2% | +0.6% | +25.6% | +23.4% |
| 1Y | +23.2% | +11.5% | +11.6% | +17.0% |
| All | +23.2% | +10.5% | +12.7% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling