+73.2%
PR vs FHN
+114.0%
-40.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.3% | +2.1% |
| 7D | -16.4% | -1.0% | -15.4% | -16.1% |
| 30D | -1.9% | +0.2% | -2.1% | -2.1% |
| 3M | +8.0% | -9.0% | +16.9% | +11.9% |
| 6M | +4.1% | -6.8% | +10.9% | +6.3% |
| YTD | +58.7% | -1.5% | +60.2% | +56.5% |
| 1Y | +75.8% | +10.9% | +64.9% | +62.7% |
| 3Y | +73.2% | +119.4% | -46.2% | +16.9% |
| All | +73.2% | +114.0% | -40.9% | +16.9% |
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 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