-71.5%
PSKY vs FHN
+90.1%
-161.5%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.2% |
| 7D | -6.8% | 0.0% | -6.9% | -6.8% |
| 30D | +10.2% | -2.6% | +12.8% | +11.4% |
| 3M | +0.3% | 0.0% | +0.2% | 0.0% |
| 6M | -7.8% | +9.2% | -17.0% | -11.7% |
| YTD | -23.0% | +4.3% | -27.3% | -25.4% |
| 1Y | -31.6% | +10.8% | -42.4% | -36.0% |
| 3Y | -21.3% | +130.7% | -152.0% | -51.6% |
| 5Y | -71.5% | +87.4% | -158.8% | -81.9% |
| All | -71.5% | +90.1% | -161.5% | -81.9% |
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 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