+13.6%
PSA vs FHN
+88.9%
-75.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +0.9% | 0.0% |
| 7D | -0.4% | +2.7% | -3.1% | -0.6% |
| 30D | -8.2% | -3.1% | -5.1% | -7.9% |
| 3M | -2.1% | +2.3% | -4.5% | -2.3% |
| 6M | -0.2% | +9.7% | -9.9% | -0.9% |
| YTD | +18.5% | +4.7% | +13.8% | +18.0% |
| 1Y | +6.6% | +13.8% | -7.2% | +5.5% |
| 3Y | +24.5% | +131.6% | -107.1% | +17.8% |
| 5Y | +13.6% | +91.1% | -77.6% | +11.4% |
| All | +13.6% | +88.9% | -75.3% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling