+129.9%
PSA vs FHN
+81.8%
+48.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -1.4% | +2.1% | -3.6% | -1.7% |
| 30D | +15.2% | +3.8% | +11.4% | +14.7% |
| 3M | +2.2% | -8.9% | +11.2% | +3.4% |
| 6M | +11.7% | +1.8% | +9.9% | +11.4% |
| YTD | +32.0% | +0.6% | +31.4% | +31.8% |
| 1Y | +26.3% | +12.9% | +13.3% | +24.4% |
| 3Y | +52.4% | +126.4% | -74.0% | +37.2% |
| 5Y | +26.3% | +62.3% | -36.0% | +14.9% |
| All | +129.9% | +81.8% | +48.0% | +79.8% |
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