+199.0%
PNC vs FHN
+81.8%
+117.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | +3.1% | +2.1% | +0.9% | +1.9% |
| 30D | +7.6% | +3.8% | +3.8% | +5.5% |
| 3M | -8.1% | -8.9% | +0.8% | -3.2% |
| 6M | +12.6% | +1.8% | +10.8% | +11.5% |
| YTD | +15.0% | +0.6% | +14.4% | +14.6% |
| 1Y | +30.4% | +12.9% | +17.5% | +21.9% |
| 3Y | +116.1% | +126.4% | -10.2% | +35.1% |
| 5Y | +37.5% | +62.3% | -24.8% | -9.3% |
| All | +199.0% | +81.8% | +117.1% | +70.0% |
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