+270.8%
PNC vs FHN
+129.4%
+141.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.2% | +0.5% |
| 7D | -0.9% | -0.8% | -0.1% | -0.4% |
| 30D | -4.4% | -2.6% | -1.8% | -3.0% |
| 3M | +5.3% | +0.8% | +4.4% | +4.7% |
| 6M | +19.6% | +9.2% | +10.4% | +13.8% |
| YTD | +19.1% | +5.1% | +14.0% | +15.9% |
| 1Y | +24.3% | +12.2% | +12.1% | +16.2% |
| 3Y | +132.2% | +132.4% | -0.2% | +42.5% |
| 5Y | +52.3% | +91.1% | -38.8% | -9.7% |
| All | +270.8% | +129.4% | +141.3% | +81.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling