+26.8%
PL vs FHN
+53.1%
-26.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.3% | +10.7% | +10.6% |
| 7D | -6.8% | -1.0% | -5.8% | -6.4% |
| 30D | -29.3% | +0.2% | -29.5% | -29.4% |
| 3M | -44.8% | -9.0% | -35.8% | -42.0% |
| 6M | -68.4% | -6.8% | -61.6% | -67.2% |
| YTD | -36.4% | -1.5% | -34.8% | -36.1% |
| 1Y | +0.7% | +10.9% | -10.2% | -4.7% |
| 3Y | +455.3% | +119.4% | +335.9% | +315.1% |
| 5Y | +22.7% | +57.5% | -34.9% | -0.8% |
| All | +26.8% | +53.1% | -26.4% | +2.4% |
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