+9.6%
FDX vs PBR
-6.4%
+16.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.6% |
| 7D | +5.2% | -1.0% | +6.2% | +5.1% |
| 30D | +11.3% | -29.3% | +40.6% | +8.2% |
| 3M | -4.1% | +5.5% | -9.6% | -3.2% |
| 6M | +9.6% | -2.9% | +12.5% | +6.9% |
| All | +9.6% | -6.4% | +16.0% | +6.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling