+1,747.8%
PLD vs FHN
+89.9%
+1,657.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -2.4% | +1.2% | -3.6% | -2.8% |
| 30D | -2.4% | -4.7% | +2.3% | -0.8% |
| 3M | -3.8% | +3.5% | -7.3% | -5.2% |
| 6M | 0.0% | +7.8% | -7.8% | -2.9% |
| YTD | +9.2% | +5.9% | +3.4% | +6.5% |
| 1Y | +25.9% | +12.5% | +13.4% | +19.1% |
| 3Y | +21.3% | +117.2% | -95.9% | -12.4% |
| 5Y | +14.1% | +86.5% | -72.4% | -21.0% |
| 10Y | +237.9% | +125.7% | +112.1% | +85.2% |
| All | +1,747.8% | +89.9% | +1,657.9% | +770.1% |
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