+44.8%
PL vs FHN
+56.4%
-11.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +13.4% | -0.9% | +14.2% | +14.1% |
| 30D | -10.2% | +2.0% | -12.2% | -11.0% |
| 3M | -39.5% | -6.8% | -32.7% | -37.2% |
| 6M | -65.7% | -0.8% | -65.0% | -65.6% |
| YTD | -27.3% | +0.6% | -27.9% | -27.7% |
| 1Y | +15.0% | +11.5% | +3.5% | +8.5% |
| 3Y | +560.8% | +130.0% | +430.8% | +385.5% |
| 5Y | +38.4% | +60.8% | -22.4% | +10.9% |
| All | +44.8% | +56.4% | -11.5% | +15.9% |
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 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