+198.6%
PM vs FHN
+126.5%
+72.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.4% |
| 7D | -1.3% | +2.7% | -4.0% | -1.7% |
| 30D | -2.6% | -3.1% | +0.5% | -2.1% |
| 3M | +5.8% | +2.3% | +3.4% | +5.3% |
| 6M | +10.6% | +9.7% | +0.8% | +8.6% |
| YTD | +17.2% | +4.7% | +12.4% | +15.8% |
| 1Y | +17.6% | +13.8% | +3.9% | +14.3% |
| 3Y | +124.3% | +131.6% | -7.3% | +85.5% |
| 5Y | +125.1% | +91.1% | +33.9% | +82.7% |
| 10Y | +198.6% | +126.6% | +72.0% | +114.6% |
| All | +198.6% | +126.5% | +72.1% | +114.6% |
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