+81.1%
FDX vs PBR
+70.4%
+10.7%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.7% |
| 7D | -2.5% | +8.6% | -11.1% | -2.2% |
| 30D | +3.8% | +12.8% | -9.0% | +4.3% |
| 3M | -1.3% | +14.7% | -16.0% | -0.9% |
| 6M | +5.0% | +25.2% | -20.2% | +4.6% |
| YTD | +39.6% | +77.1% | -37.5% | +35.0% |
| 1Y | +81.1% | +69.6% | +11.6% | +75.0% |
| All | +81.1% | +70.4% | +10.7% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling