+14,023.4%
PSA vs FHN
+1,824.4%
+12,199.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -3.7% | +1.2% | -4.8% | -4.0% |
| 30D | -7.7% | -4.7% | -3.0% | -6.6% |
| 3M | -0.6% | +3.5% | -4.2% | -1.6% |
| 6M | -0.9% | +7.8% | -8.7% | -2.9% |
| YTD | +18.7% | +5.9% | +12.8% | +16.6% |
| 1Y | +7.6% | +12.5% | -4.8% | +3.7% |
| 3Y | +23.7% | +117.2% | -93.6% | -2.7% |
| 5Y | +13.7% | +86.5% | -72.9% | -13.2% |
| 10Y | +98.9% | +125.7% | -26.9% | +26.5% |
| All | +14,023.4% | +1,824.4% | +12,199.0% | +5,852.3% |
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