-20.7%
PFE vs FHN
+86.2%
-106.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | +1.8% | +1.2% | +0.6% | +1.7% |
| 30D | +10.2% | -4.7% | +14.9% | +10.5% |
| 3M | +12.7% | +3.5% | +9.1% | +12.4% |
| 6M | +10.5% | +7.8% | +2.7% | +9.9% |
| YTD | +20.2% | +5.9% | +14.3% | +19.5% |
| 1Y | +24.1% | +12.5% | +11.6% | +22.9% |
| 3Y | -3.6% | +117.2% | -120.8% | -7.3% |
| All | -20.7% | +86.2% | -106.9% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling