+54.2%
PPL vs FHN
+125.4%
-71.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +2.7% | +1.2% | +1.5% | +2.4% |
| 30D | +0.5% | -4.7% | +5.2% | +1.4% |
| 3M | +0.7% | +3.5% | -2.9% | -0.1% |
| 6M | -7.6% | +7.8% | -15.4% | -9.1% |
| YTD | +1.8% | +5.9% | -4.1% | +0.3% |
| 1Y | -0.8% | +12.5% | -13.2% | -3.7% |
| 3Y | +56.9% | +117.2% | -60.3% | +29.6% |
| 5Y | +39.5% | +86.5% | -47.0% | +11.8% |
| All | +54.2% | +125.4% | -71.3% | +2.1% |
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