+4,025.0%
PNC vs FHN
+1,824.4%
+2,200.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +1.4% | +1.2% | +0.2% | +0.8% |
| 30D | -3.8% | -4.7% | +0.9% | -1.3% |
| 3M | +9.0% | +3.5% | +5.5% | +7.0% |
| 6M | +16.6% | +7.8% | +8.8% | +12.0% |
| YTD | +20.4% | +5.9% | +14.6% | +16.8% |
| 1Y | +22.3% | +12.5% | +9.9% | +14.4% |
| 3Y | +124.5% | +117.2% | +7.3% | +45.1% |
| 5Y | +54.1% | +86.5% | -32.5% | -3.5% |
| 10Y | +276.3% | +125.7% | +150.5% | +101.5% |
| All | +4,025.0% | +1,824.4% | +2,200.6% | +610.8% |
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