+65.8%
FDX vs PCOR
-14.4%
+80.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | +0.1% |
| 7D | -2.5% | -9.0% | +6.4% | -1.1% |
| 30D | +3.8% | +4.2% | -0.4% | +3.0% |
| 3M | -1.3% | +14.4% | -15.7% | -3.7% |
| 6M | +5.0% | +0.2% | +4.8% | +4.0% |
| YTD | +39.6% | -20.3% | +59.9% | +45.5% |
| 1Y | +81.1% | -16.1% | +97.3% | +85.2% |
| All | +65.8% | -14.4% | +80.2% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 3y: compounded portfolio wealth divided by compounded PCOR 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…
3y analysis · Full analysis span regression · 6 months rolling