+73.9%
PR vs FHN
+90.9%
-17.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -9.5% | +0.9% | -10.4% | -10.1% |
| 30D | -5.7% | +2.1% | -7.8% | -7.2% |
| 3M | +3.0% | -6.0% | +9.0% | +6.4% |
| 6M | +11.8% | -2.9% | +14.8% | +12.3% |
| YTD | +58.5% | +0.7% | +57.8% | +53.6% |
| 1Y | +69.9% | +11.0% | +58.9% | +54.1% |
| 3Y | +84.9% | +130.3% | -45.4% | -0.6% |
| 5Y | +246.4% | +61.3% | +185.2% | +99.1% |
| All | +73.9% | +90.9% | -17.0% | +8.8% |
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 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