+67.9%
PPL vs FHN
+81.8%
-14.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | -0.4% | +2.1% | -2.5% | -0.8% |
| 30D | +2.6% | +3.8% | -1.1% | +1.9% |
| 3M | +0.8% | -8.9% | +9.7% | +2.6% |
| 6M | +1.4% | +1.8% | -0.4% | +0.9% |
| YTD | +4.3% | +0.6% | +3.7% | +3.7% |
| 1Y | +0.8% | +12.9% | -12.2% | -2.2% |
| 3Y | +57.9% | +126.4% | -68.5% | +28.7% |
| 5Y | +48.3% | +62.3% | -14.0% | +22.8% |
| All | +67.9% | +81.8% | -14.0% | +11.6% |
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 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