+58.7%
PWR vs FHN
+11.4%
+47.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.5% |
| 7D | -0.2% | -0.8% | +0.6% | 0.0% |
| 30D | -7.7% | -2.6% | -5.1% | -7.0% |
| 3M | -4.9% | +0.8% | -5.8% | -5.5% |
| 6M | +9.7% | +9.2% | +0.5% | +6.7% |
| YTD | +46.7% | +5.1% | +41.6% | +43.5% |
| 1Y | +58.7% | +12.2% | +46.5% | +51.5% |
| All | +58.7% | +11.4% | +47.3% | +51.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling