+21.0%
PL vs FHN
+11.9%
+9.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.2% | -1.0% |
| 7D | +10.0% | +2.1% | +7.9% | +8.6% |
| 30D | -2.3% | +3.8% | -6.1% | -4.6% |
| 3M | -44.2% | -8.9% | -35.3% | -40.9% |
| 6M | -66.1% | +1.8% | -67.9% | -66.6% |
| YTD | -30.0% | +0.6% | -30.6% | -28.7% |
| 1Y | +21.0% | +12.9% | +8.1% | +21.0% |
| All | +21.0% | +11.9% | +9.1% | +21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling