+363.2%
PFGC vs FHN
+81.8%
+281.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.8% |
| 7D | +3.4% | +2.1% | +1.3% | +2.2% |
| 30D | +16.9% | +3.8% | +13.1% | +14.7% |
| 3M | +6.4% | -8.9% | +15.3% | +12.0% |
| 6M | +16.0% | +1.8% | +14.2% | +14.3% |
| YTD | +23.6% | +0.6% | +23.0% | +21.9% |
| 1Y | +16.6% | +12.9% | +3.7% | +7.4% |
| 3Y | +82.3% | +126.4% | -44.1% | +5.6% |
| 5Y | +138.7% | +62.3% | +76.4% | +40.4% |
| All | +363.2% | +81.8% | +281.4% | +87.8% |
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