+1,621.7%
PLD vs FHN
+76.6%
+1,545.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -0.8% | -1.0% | +0.2% | -0.4% |
| 30D | -0.3% | +0.2% | -0.5% | -0.4% |
| 3M | -8.0% | -9.0% | +1.0% | -4.9% |
| 6M | -9.8% | -6.8% | -3.0% | -7.7% |
| YTD | +1.8% | -1.5% | +3.3% | +1.8% |
| 1Y | +5.6% | +10.9% | -5.3% | +1.0% |
| 3Y | +33.3% | +119.4% | -86.1% | -4.0% |
| 5Y | +0.3% | +57.5% | -57.3% | -25.7% |
| 10Y | +241.6% | +114.1% | +127.5% | +90.9% |
| All | +1,621.7% | +76.6% | +1,545.1% | +732.1% |
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