+14.3%
PFE vs FHN
+114.0%
-99.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | -3.7% | -1.0% | -2.7% | -3.6% |
| 30D | +5.0% | +0.2% | +4.7% | +5.0% |
| 3M | +12.2% | -9.0% | +21.2% | +13.3% |
| 6M | +14.6% | -6.8% | +21.4% | +15.3% |
| YTD | +24.1% | -1.5% | +25.6% | +23.8% |
| 1Y | +26.6% | +10.9% | +15.6% | +24.2% |
| 3Y | +14.3% | +119.4% | -105.1% | +5.4% |
| All | +14.3% | +114.0% | -99.7% | +5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling