+3,981.9%
PG vs FHN
+1,803.6%
+2,178.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.5% |
| 7D | -0.4% | +2.7% | -3.1% | -0.8% |
| 30D | -0.1% | -3.1% | +3.0% | +0.2% |
| 3M | +1.1% | +2.3% | -1.3% | +0.7% |
| 6M | -3.8% | +9.7% | -13.6% | -5.0% |
| YTD | +3.8% | +4.7% | -0.9% | +3.0% |
| 1Y | -5.8% | +13.8% | -19.5% | -7.6% |
| 3Y | +3.0% | +131.6% | -128.5% | -9.1% |
| 5Y | +14.5% | +91.1% | -76.7% | +0.5% |
| 10Y | +117.8% | +126.6% | -8.9% | +76.6% |
| All | +3,981.9% | +1,803.6% | +2,178.3% | +1,655.8% |
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 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