+3,449.8%
PFE vs FHN
+1,728.2%
+1,721.7%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -3.0% | -0.9% | -2.1% | -2.8% |
| 30D | +5.2% | +2.0% | +3.2% | +4.8% |
| 3M | +12.2% | -6.8% | +19.1% | +13.6% |
| 6M | +17.8% | -0.8% | +18.6% | +17.7% |
| YTD | +26.2% | +0.6% | +25.6% | +25.5% |
| 1Y | +23.2% | +11.5% | +11.6% | +20.1% |
| 3Y | +21.3% | +130.0% | -108.7% | +1.1% |
| 5Y | -23.1% | +60.8% | -83.9% | -34.5% |
| 10Y | +50.7% | +84.0% | -33.3% | +15.8% |
| All | +3,449.8% | +1,728.2% | +1,721.7% | +1,185.9% |
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