+2.4%
FDX vs P
+10.4%
-8.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -16.4% | +12.6% | -3.7% |
| 7D | +2.9% | -31.9% | +34.8% | +2.5% |
| 30D | +9.6% | -36.5% | +46.1% | +9.2% |
| 3M | +2.4% | +11.6% | -9.2% | -0.8% |
| All | +2.4% | +10.4% | -8.1% | -0.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling