+250.9%
PM vs FHN
+94.7%
+156.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -6.6% | +0.9% | -7.5% | -6.8% |
| 30D | -3.4% | +2.1% | -5.5% | -3.8% |
| 3M | +5.3% | -6.0% | +11.3% | +6.4% |
| 6M | +15.5% | -2.9% | +18.5% | +15.9% |
| YTD | +24.3% | +0.7% | +23.5% | +23.6% |
| 1Y | +29.7% | +11.0% | +18.7% | +26.7% |
| 3Y | +144.9% | +130.3% | +14.6% | +101.9% |
| 5Y | +159.0% | +61.3% | +97.7% | +118.4% |
| 10Y | +250.9% | +89.6% | +161.3% | +162.5% |
| All | +250.9% | +94.7% | +156.2% | +162.5% |
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 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