-1.0%
PPL vs FHN
+11.3%
-12.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -0.9% |
| 7D | -1.0% | -0.9% | -0.1% | -0.9% |
| 30D | +3.0% | +2.0% | +1.0% | +3.0% |
| 3M | +1.1% | -6.8% | +7.9% | +1.2% |
| 6M | -0.8% | -0.8% | 0.0% | -0.5% |
| YTD | +3.5% | +0.6% | +2.9% | +4.0% |
| All | -1.0% | +11.3% | -12.2% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling