+11.1%
PL vs FHN
+57.4%
-46.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.6% | -7.5% | -8.7% |
| 7D | -20.5% | -2.3% | -18.3% | -19.5% |
| 30D | -38.8% | -0.9% | -37.8% | -38.5% |
| 3M | -49.1% | -11.0% | -38.1% | -45.7% |
| 6M | -69.4% | -5.4% | -64.0% | -68.4% |
| YTD | -42.3% | -1.2% | -41.2% | -42.2% |
| 1Y | -14.2% | +10.5% | -24.7% | -19.0% |
| 3Y | +398.7% | +115.1% | +283.6% | +264.5% |
| 5Y | +11.1% | +58.1% | -46.9% | -16.3% |
| All | +11.1% | +57.4% | -46.2% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling