+198.3%
PTC vs FHN
+125.8%
+72.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.2% |
| 7D | -13.6% | 0.0% | -13.6% | -13.6% |
| 30D | -14.7% | -2.6% | -12.1% | -14.2% |
| 3M | -5.9% | 0.0% | -5.9% | -6.2% |
| 6M | -21.1% | +9.2% | -30.4% | -23.2% |
| YTD | -26.0% | +4.3% | -30.4% | -27.3% |
| 1Y | -36.8% | +10.8% | -47.6% | -39.0% |
| 3Y | -10.3% | +130.7% | -141.0% | -28.5% |
| 5Y | +1.2% | +87.4% | -86.2% | -20.2% |
| 10Y | +198.3% | +126.9% | +71.4% | +101.5% |
| All | +198.3% | +125.8% | +72.5% | +101.5% |
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