-21.5%
PFE vs FHN
+56.9%
-78.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.7% |
| 6M | +14.6% | -6.8% | +21.4% | +14.9% |
| YTD | +24.1% | -1.5% | +25.6% | +24.0% |
| 1Y | +26.6% | +10.9% | +15.6% | +25.5% |
| 3Y | +14.3% | +119.4% | -105.1% | +10.5% |
| All | -21.5% | +56.9% | -78.4% | -18.3% |
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