+3,280.0%
PFE vs FHN
+1,824.4%
+1,455.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | +1.8% | +1.2% | +0.6% | +1.5% |
| 30D | +10.2% | -4.7% | +14.9% | +11.1% |
| 3M | +12.7% | +3.5% | +9.1% | +11.8% |
| 6M | +10.5% | +7.8% | +2.7% | +8.7% |
| YTD | +20.2% | +5.9% | +14.3% | +18.4% |
| 1Y | +24.1% | +12.5% | +11.6% | +20.5% |
| 3Y | -3.6% | +117.2% | -120.8% | -18.8% |
| 5Y | -20.9% | +86.5% | -107.4% | -34.6% |
| 10Y | +35.8% | +125.7% | -89.9% | +0.1% |
| All | +3,280.0% | +1,824.4% | +1,455.5% | +1,113.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling