+456.7%
PWR vs FHN
+88.9%
+367.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.4% | +2.6% |
| 7D | +4.5% | +2.7% | +1.9% | +3.9% |
| 30D | -4.9% | -3.1% | -1.8% | -4.2% |
| 3M | -7.9% | +2.3% | -10.2% | -8.5% |
| 6M | +18.3% | +9.7% | +8.6% | +15.7% |
| YTD | +51.5% | +4.7% | +46.8% | +49.5% |
| 1Y | +70.3% | +13.8% | +56.6% | +64.4% |
| 3Y | +210.6% | +131.6% | +79.0% | +159.9% |
| 5Y | +456.7% | +91.1% | +365.5% | +348.4% |
| All | +456.7% | +88.9% | +367.7% | +348.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling