+149.2%
FDX vs P
+713.7%
-564.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.5% | -6.3% | -3.4% |
| 7D | -1.6% | -23.8% | +22.2% | +3.0% |
| 30D | +6.6% | -36.6% | +43.2% | +15.1% |
| 3M | -2.1% | +10.9% | -12.9% | -6.3% |
| 6M | +2.2% | +30.0% | -27.8% | -6.8% |
| YTD | +33.9% | +44.4% | -10.4% | +18.1% |
| 1Y | +50.2% | +3.9% | +46.3% | +39.8% |
| 3Y | +65.5% | +176.6% | -111.1% | +11.8% |
| 5Y | +74.1% | +249.3% | -175.2% | +5.8% |
| All | +149.2% | +713.7% | -564.5% | +16.6% |
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