+488.3%
PFGC vs FHN
+137.0%
+351.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.1% | +1.8% | +2.8% |
| 7D | +10.8% | -0.5% | +11.3% | +11.2% |
| 30D | +17.8% | +1.9% | +15.9% | +16.7% |
| 3M | -2.7% | -6.9% | +4.2% | +0.9% |
| 6M | +20.0% | -3.1% | +23.1% | +21.5% |
| YTD | +24.3% | +0.6% | +23.7% | +22.7% |
| 1Y | +13.2% | +12.4% | +0.8% | +5.0% |
| 3Y | +85.9% | +133.7% | -47.8% | +8.6% |
| 5Y | +141.0% | +61.4% | +79.7% | +47.2% |
| 10Y | +370.6% | +97.9% | +272.8% | +94.1% |
| All | +488.3% | +137.0% | +351.2% | +142.9% |
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