+169.5%
PR vs FHN
+156.3%
+13.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +2.9% | +1.2% | +1.7% | +2.1% |
| 30D | +18.0% | -4.7% | +22.7% | +21.1% |
| 3M | +16.9% | +3.5% | +13.3% | +13.5% |
| 6M | +28.2% | +7.8% | +20.4% | +20.2% |
| YTD | +69.3% | +5.9% | +63.5% | +59.8% |
| 1Y | +69.5% | +12.5% | +57.0% | +52.3% |
| 3Y | +81.7% | +117.2% | -35.5% | +3.5% |
| 5Y | +422.2% | +86.5% | +335.7% | +177.7% |
| 10Y | +110.4% | +125.7% | -15.4% | +19.6% |
| All | +169.5% | +156.3% | +13.2% | +54.0% |
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