+298.1%
PFGC vs FHN
+125.8%
+172.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | -3.7% | 0.0% | -3.8% | -3.7% |
| 30D | -16.0% | -2.6% | -13.4% | -14.9% |
| 3M | -4.1% | 0.0% | -4.2% | -4.4% |
| 6M | +8.7% | +9.2% | -0.5% | +2.9% |
| YTD | +6.4% | +4.3% | +2.0% | +2.8% |
| 1Y | -8.4% | +10.8% | -19.1% | -15.1% |
| 3Y | +61.8% | +130.7% | -69.0% | -7.0% |
| 5Y | +108.7% | +87.4% | +21.3% | +11.3% |
| 10Y | +298.1% | +126.9% | +171.3% | +53.8% |
| All | +298.1% | +125.8% | +172.3% | +53.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling