-22.3%
PINS vs FHN
+103.2%
-125.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.8% | -4.1% |
| 7D | -2.1% | -1.0% | -1.1% | -1.7% |
| 30D | -6.6% | +0.2% | -6.9% | -6.7% |
| 3M | -18.7% | -9.0% | -9.7% | -16.2% |
| 6M | -10.4% | -6.8% | -3.6% | -8.5% |
| YTD | -26.8% | -1.5% | -25.3% | -26.9% |
| 1Y | -27.9% | +10.9% | -38.8% | -30.9% |
| 3Y | -38.7% | +119.4% | -158.0% | -53.9% |
| 5Y | -59.0% | +57.5% | -116.5% | -67.5% |
| All | -22.3% | +103.2% | -125.5% | -49.2% |
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