+1,643.3%
PLD vs FHN
+77.3%
+1,566.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -1.2% |
| 7D | +0.4% | -2.3% | +2.7% | +1.3% |
| 30D | -0.1% | -0.9% | +0.8% | +0.2% |
| 3M | -7.9% | -11.0% | +3.1% | -4.1% |
| 6M | -7.0% | -5.4% | -1.5% | -5.3% |
| YTD | +3.1% | -1.2% | +4.2% | +2.9% |
| 1Y | +7.1% | +10.5% | -3.4% | +2.5% |
| 3Y | +32.9% | +115.1% | -82.2% | -3.6% |
| 5Y | +1.5% | +58.1% | -56.5% | -24.8% |
| 10Y | +245.9% | +114.9% | +131.0% | +93.0% |
| All | +1,643.3% | +77.3% | +1,566.0% | +741.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling