+8,143.9%
PWR vs FHN
+72.9%
+8,070.9%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +19.1% | +1.3% | +17.8% | +18.6% |
| 30D | -12.0% | +2.8% | -14.8% | -12.9% |
| 3M | -10.6% | -8.9% | -1.7% | -7.7% |
| 6M | -20.8% | -0.7% | -20.1% | -20.9% |
| YTD | +43.7% | +0.1% | +43.7% | +42.9% |
| 1Y | +35.0% | +10.4% | +24.6% | +29.6% |
| 3Y | +249.4% | +128.8% | +120.6% | +152.2% |
| 5Y | +422.1% | +61.5% | +360.6% | +294.7% |
| 10Y | +1,868.4% | +83.0% | +1,785.4% | +1,222.1% |
| All | +8,143.9% | +72.9% | +8,070.9% | +4,581.4% |
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 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