+843.8%
PM vs FHN
+128.8%
+714.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -5.2% | -1.0% | -4.2% | -5.1% |
| 30D | +2.7% | +0.2% | +2.5% | +2.7% |
| 3M | +6.1% | -9.0% | +15.1% | +7.7% |
| 6M | +18.0% | -6.8% | +24.8% | +19.2% |
| YTD | +26.6% | -1.5% | +28.1% | +26.4% |
| 1Y | +36.7% | +10.9% | +25.7% | +33.9% |
| 3Y | +146.0% | +119.4% | +26.6% | +110.5% |
| 5Y | +164.1% | +57.5% | +106.5% | +130.2% |
| 10Y | +238.8% | +114.1% | +124.7% | +162.9% |
| All | +843.8% | +128.8% | +714.9% | +533.9% |
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