+8,390.6%
PWR vs FHN
+83.0%
+8,307.7%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +3.6% | +1.2% | +2.4% | +3.1% |
| 30D | -8.6% | -4.7% | -3.9% | -7.0% |
| 3M | -13.2% | +3.5% | -16.7% | -14.4% |
| 6M | +9.9% | +7.8% | +2.1% | +6.8% |
| YTD | +48.0% | +5.9% | +42.2% | +44.4% |
| 1Y | +66.2% | +12.5% | +53.7% | +58.0% |
| 3Y | +195.1% | +117.2% | +77.9% | +116.9% |
| 5Y | +442.6% | +86.5% | +356.0% | +288.7% |
| 10Y | +2,334.2% | +125.7% | +2,208.5% | +1,419.4% |
| All | +8,390.6% | +83.0% | +8,307.7% | +4,630.5% |
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