+4,177.9%
PNR vs FHN
+1,728.2%
+2,449.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +30.4% |
| 3M | +2.6% | -8.9% | +11.6% | +5.4% |
| 6M | -6.4% | +1.8% | -8.2% | -6.8% |
| YTD | -33.4% | +0.6% | -34.0% | -33.7% |
| 1Y | -35.1% | +12.9% | -48.0% | -37.4% |
| 3Y | +17.1% | +126.4% | -109.3% | -8.4% |
| 5Y | -3.5% | +62.3% | -65.8% | -21.9% |
| 10Y | +100.2% | +84.0% | +16.2% | +46.9% |
| All | +4,177.9% | +1,728.2% | +2,449.8% | +2,170.3% |
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 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