+256.9%
PLD vs FHN
+80.9%
+176.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | 0.0% | +1.3% | -1.3% | -0.3% |
| 30D | -3.7% | +2.8% | -6.6% | -4.3% |
| 3M | -7.9% | -8.9% | +1.0% | -6.1% |
| 6M | -9.2% | -0.7% | -8.5% | -9.2% |
| YTD | +3.1% | +0.1% | +3.0% | +2.8% |
| 1Y | +6.2% | +10.4% | -4.2% | +3.6% |
| 3Y | +35.4% | +128.8% | -93.4% | +11.7% |
| 5Y | +0.1% | +61.5% | -61.4% | -15.4% |
| All | +256.9% | +80.9% | +176.0% | +162.2% |
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