+26.0%
PFE vs FHN
+11.9%
+14.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.7% | -0.6% |
| 7D | -4.7% | -0.5% | -4.2% | -4.7% |
| 30D | +3.4% | +1.9% | +1.4% | +3.3% |
| 3M | +9.2% | -6.9% | +16.2% | +9.3% |
| 6M | +15.8% | -3.1% | +18.9% | +15.3% |
| YTD | +23.4% | +0.6% | +22.9% | +21.0% |
| All | +26.0% | +11.9% | +14.1% | +21.6% |
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