+6,346.6%
PTC vs FHN
+1,824.4%
+4,522.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.1% | -6.0% | -6.0% |
| 7D | -10.3% | +1.2% | -11.4% | -10.6% |
| 30D | +1.1% | -4.7% | +5.8% | +2.5% |
| 3M | +1.6% | +3.5% | -1.9% | +0.1% |
| 6M | -13.5% | +7.8% | -21.3% | -16.2% |
| YTD | -19.1% | +5.9% | -24.9% | -21.3% |
| 1Y | -33.9% | +12.5% | -46.3% | -37.2% |
| 3Y | -3.9% | +117.2% | -121.1% | -28.2% |
| 5Y | +6.0% | +86.5% | -80.5% | -23.0% |
| 10Y | +223.7% | +125.7% | +98.0% | +97.1% |
| All | +6,346.6% | +1,824.4% | +4,522.2% | +1,089.5% |
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 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