+763.1%
PM vs FHN
+146.0%
+617.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -4.9% | +1.2% | -6.1% | -5.1% |
| 30D | -3.4% | -4.7% | +1.3% | -2.7% |
| 3M | +5.2% | +3.5% | +1.6% | +4.5% |
| 6M | +3.7% | +7.8% | -4.1% | +2.3% |
| YTD | +15.8% | +5.9% | +9.9% | +14.3% |
| 1Y | +17.4% | +12.5% | +4.9% | +14.5% |
| 3Y | +116.9% | +117.2% | -0.3% | +85.8% |
| 5Y | +117.3% | +86.5% | +30.8% | +83.9% |
| 10Y | +193.8% | +125.7% | +68.0% | +125.9% |
| All | +763.1% | +146.0% | +617.2% | +473.2% |
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