-49.0%
PNR vs FHN
+12.1%
-61.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.6% |
| 7D | -5.5% | -0.8% | -4.7% | -5.2% |
| 30D | -15.6% | -2.6% | -12.9% | -14.8% |
| 3M | -20.2% | +0.8% | -21.0% | -20.2% |
| 6M | -36.6% | +9.2% | -45.8% | -38.0% |
| YTD | -45.0% | +5.1% | -50.1% | -46.2% |
| All | -49.0% | +12.1% | -61.1% | -51.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling