+119.6%
PM vs FHN
+118.6%
+1.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -4.9% | +1.2% | -6.1% | -4.9% |
| 30D | -3.4% | -4.7% | +1.3% | -3.2% |
| 3M | +5.2% | +3.5% | +1.6% | +5.1% |
| 6M | +3.7% | +7.8% | -4.1% | +3.4% |
| YTD | +15.8% | +5.9% | +9.9% | +15.4% |
| 1Y | +17.4% | +12.5% | +4.9% | +16.6% |
| All | +119.6% | +118.6% | +1.0% | +102.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling