+184.5%
FDX vs P
+732.0%
-547.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -1.9% | -0.8% |
| 7D | -2.5% | +6.5% | -9.1% | -3.8% |
| 30D | +3.8% | +18.8% | -15.0% | -0.2% |
| 3M | -1.3% | +26.7% | -28.0% | -7.1% |
| 6M | +5.0% | +62.2% | -57.2% | -7.0% |
| YTD | +39.6% | +48.5% | -8.9% | +24.7% |
| 1Y | +81.1% | +26.4% | +54.7% | +63.9% |
| 3Y | +63.0% | +159.4% | -96.4% | +14.3% |
| 5Y | +65.6% | +275.8% | -210.2% | +0.8% |
| All | +184.5% | +732.0% | -547.5% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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