+24.1%
PPG vs FHN
+128.3%
-104.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | -6.2% | -1.2% | -5.0% | -5.9% |
| 30D | -7.9% | -4.8% | -3.1% | -6.6% |
| 3M | -10.2% | -0.7% | -9.5% | -10.0% |
| 6M | +2.7% | +10.6% | -8.0% | -0.4% |
| YTD | +4.9% | +4.6% | +0.3% | +3.4% |
| 1Y | -3.2% | +11.4% | -14.6% | -6.7% |
| 3Y | -17.0% | +132.3% | -149.3% | -37.1% |
| 5Y | -23.3% | +90.2% | -113.5% | -43.4% |
| All | +24.1% | +128.3% | -104.2% | -24.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling