+112.3%
PFGC vs FHN
+88.9%
+23.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.6% |
| 7D | -2.4% | +2.7% | -5.1% | -3.1% |
| 30D | -15.8% | -3.1% | -12.7% | -15.1% |
| 3M | -0.6% | +2.3% | -2.9% | -1.2% |
| 6M | +10.7% | +9.7% | +0.9% | +7.9% |
| YTD | +7.6% | +4.7% | +2.9% | +6.1% |
| 1Y | -7.8% | +13.8% | -21.6% | -11.3% |
| 3Y | +63.7% | +131.6% | -67.8% | +34.7% |
| 5Y | +112.3% | +91.1% | +21.1% | +53.3% |
| All | +112.3% | +88.9% | +23.3% | +53.3% |
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