+2,164.3%
PPL vs FHN
+1,696.3%
+467.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +1.2% |
| 7D | +1.0% | -2.3% | +3.3% | +1.4% |
| 30D | +6.8% | -0.9% | +7.8% | +7.0% |
| 3M | +3.9% | -11.0% | +14.9% | +5.7% |
| 6M | -2.0% | -5.4% | +3.4% | -1.3% |
| YTD | +5.3% | -1.2% | +6.4% | +5.1% |
| 1Y | +2.2% | +10.5% | -8.3% | +0.1% |
| 3Y | +56.7% | +115.1% | -58.4% | +35.6% |
| 5Y | +49.1% | +58.1% | -9.0% | +30.7% |
| 10Y | +63.6% | +114.9% | -51.2% | +29.3% |
| All | +2,164.3% | +1,696.3% | +467.9% | +1,242.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling