-4.0%
PNR vs FHN
+61.2%
-65.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | +0.3% | +2.1% | -1.9% | -0.3% |
| 30D | +31.7% | +3.8% | +27.9% | +30.5% |
| 3M | +2.6% | -8.9% | +11.6% | +5.2% |
| 6M | -6.4% | +1.8% | -8.2% | -6.7% |
| YTD | -33.4% | +0.6% | -34.0% | -33.6% |
| 1Y | -35.1% | +12.9% | -48.0% | -37.1% |
| 3Y | +17.1% | +126.4% | -109.3% | -1.2% |
| All | -4.0% | +61.2% | -65.2% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling