+1.2%
PLD vs FHN
+61.0%
-59.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | 0.0% |
| 7D | -1.0% | -0.9% | -0.1% | -0.9% |
| 30D | -1.8% | +2.0% | -3.9% | -2.2% |
| 3M | -6.0% | -6.8% | +0.8% | -5.0% |
| 6M | -8.4% | -0.8% | -7.6% | -8.3% |
| YTD | +4.2% | +0.6% | +3.7% | +3.9% |
| 1Y | +6.2% | +11.5% | -5.3% | +4.1% |
| 3Y | +37.0% | +130.0% | -93.0% | +22.1% |
| 5Y | +1.2% | +60.8% | -59.6% | -4.9% |
| All | +1.2% | +61.0% | -59.8% | -4.9% |
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 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