-3.5%
PTC vs FHN
+118.6%
-122.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.1% | -6.0% | -6.0% |
| 7D | -10.3% | +1.2% | -11.4% | -10.5% |
| 30D | +1.1% | -4.7% | +5.8% | +2.3% |
| 3M | +1.6% | +3.5% | -1.9% | +0.2% |
| 6M | -13.5% | +7.8% | -21.3% | -16.0% |
| YTD | -19.1% | +5.9% | -24.9% | -21.1% |
| 1Y | -33.9% | +12.5% | -46.3% | -37.0% |
| All | -3.5% | +118.6% | -122.1% | -25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling