+8,817.5%
PTC vs FHN
+1,690.1%
+7,127.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.4% |
| 7D | -0.2% | -1.0% | +0.7% | +0.1% |
| 30D | +0.8% | +0.2% | +0.5% | +0.6% |
| 3M | +32.1% | -9.0% | +41.1% | +35.8% |
| 6M | +42.6% | -6.8% | +49.5% | +44.9% |
| YTD | +12.0% | -1.5% | +13.5% | +11.3% |
| 1Y | +12.2% | +10.9% | +1.2% | +7.1% |
| 3Y | +31.2% | +119.4% | -88.1% | -2.3% |
| 5Y | +54.9% | +57.5% | -2.6% | +19.0% |
| 10Y | +343.1% | +114.1% | +229.0% | +173.9% |
| All | +8,817.5% | +1,690.1% | +7,127.4% | +1,581.6% |
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