+47.7%
PPL vs FHN
+63.2%
-15.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.4% |
| 7D | -1.2% | -0.5% | -0.8% | -1.2% |
| 30D | +4.2% | +1.9% | +2.3% | +4.1% |
| 3M | +1.5% | -6.9% | +8.5% | +1.9% |
| 6M | +1.0% | -3.1% | +4.1% | +1.2% |
| YTD | +4.4% | +0.6% | +3.8% | +4.2% |
| 1Y | +0.8% | +12.4% | -11.6% | -0.1% |
| 3Y | +56.5% | +133.7% | -77.2% | +48.5% |
| 5Y | +47.7% | +61.4% | -13.7% | +44.0% |
| All | +47.7% | +63.2% | -15.6% | +44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling