-35.1%
PSKY vs FHN
+16.6%
-51.7%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.6% | -1.6% |
| 7D | -0.2% | +1.2% | -1.4% | -0.7% |
| 30D | +24.0% | -4.7% | +28.7% | +26.4% |
| 3M | +2.2% | +3.5% | -1.4% | +0.4% |
| 6M | -9.0% | +7.8% | -16.8% | -12.4% |
| YTD | -18.1% | +5.9% | -24.0% | -21.1% |
| 1Y | -25.1% | +12.5% | -37.6% | -30.2% |
| 3Y | -16.3% | +117.2% | -133.5% | -43.2% |
| 5Y | -70.4% | +86.5% | -156.9% | -79.2% |
| 10Y | -74.2% | +125.7% | -199.9% | -84.9% |
| All | -35.1% | +16.6% | -51.7% | -63.8% |
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 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