+60.2%
PPL vs FHN
+109.0%
-48.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.5% |
| 7D | +0.4% | -1.0% | +1.4% | +0.6% |
| 30D | +5.4% | +0.2% | +5.2% | +5.4% |
| 3M | +4.3% | -9.0% | +13.3% | +6.1% |
| 6M | -1.3% | -6.8% | +5.5% | -0.1% |
| YTD | +4.7% | -1.5% | +6.2% | +4.5% |
| 1Y | +1.3% | +10.9% | -9.7% | -1.4% |
| 3Y | +57.2% | +119.4% | -62.1% | +29.5% |
| 5Y | +48.2% | +57.5% | -9.3% | +24.1% |
| All | +60.2% | +109.0% | -48.8% | +14.4% |
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