+317.2%
PTC vs FHN
+106.3%
+210.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | -0.1% |
| 7D | +0.8% | -0.5% | +1.3% | +0.9% |
| 30D | +0.7% | +1.9% | -1.2% | +0.2% |
| 3M | +32.6% | -6.9% | +39.5% | +34.6% |
| 6M | +33.6% | -3.1% | +36.6% | +33.9% |
| YTD | +12.4% | +0.6% | +11.9% | +11.3% |
| 1Y | +11.2% | +12.4% | -1.1% | +7.1% |
| 3Y | +31.7% | +133.7% | -102.0% | +4.6% |
| 5Y | +60.1% | +61.4% | -1.3% | +31.7% |
| 10Y | +317.2% | +97.9% | +219.3% | +213.5% |
| All | +317.2% | +106.3% | +210.9% | +213.5% |
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