+2,665.1%
PPG vs FHN
+1,803.6%
+861.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.2% |
| 7D | 0.0% | +2.7% | -2.6% | -0.7% |
| 30D | -7.8% | -3.1% | -4.7% | -7.0% |
| 3M | -2.2% | +2.3% | -4.5% | -2.8% |
| 6M | +4.1% | +9.7% | -5.6% | +1.5% |
| YTD | +9.1% | +4.7% | +4.3% | +7.6% |
| 1Y | +1.0% | +13.8% | -12.8% | -3.1% |
| 3Y | -13.3% | +131.6% | -144.8% | -33.3% |
| 5Y | -19.2% | +91.1% | -110.3% | -38.6% |
| 10Y | +25.9% | +126.6% | -100.7% | -15.2% |
| All | +2,665.1% | +1,803.6% | +861.5% | +826.6% |
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 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