-20.8%
PNR vs FHN
+87.6%
-108.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.6% |
| 7D | -5.5% | -0.8% | -4.7% | -5.3% |
| 30D | -15.6% | -2.6% | -12.9% | -15.0% |
| 3M | -20.2% | +0.8% | -21.0% | -20.3% |
| 6M | -36.6% | +9.2% | -45.8% | -38.0% |
| YTD | -45.0% | +5.1% | -50.1% | -45.8% |
| 1Y | -47.4% | +12.2% | -59.6% | -49.2% |
| 3Y | -13.7% | +132.4% | -146.1% | -27.9% |
| 5Y | -20.8% | +91.1% | -111.9% | -35.6% |
| All | -20.8% | +87.6% | -108.4% | -35.6% |
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