-13.4%
PNR vs FHN
+129.0%
-142.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | -3.9% | 0.0% | -3.9% | -3.9% |
| 30D | -13.8% | -2.6% | -11.2% | -12.9% |
| 3M | -22.5% | 0.0% | -22.6% | -22.5% |
| 6M | -37.2% | +9.2% | -46.4% | -39.4% |
| YTD | -44.2% | +4.3% | -48.6% | -45.5% |
| 1Y | -46.6% | +10.8% | -57.4% | -49.5% |
| All | -13.4% | +129.0% | -142.4% | -41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling