+70.0%
FDX vs PCOR
-19.6%
+89.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.4% | -2.7% |
| 7D | -1.6% | +22.7% | -24.4% | -6.0% |
| 30D | +6.6% | +37.5% | -30.9% | -0.6% |
| 3M | -2.1% | +35.2% | -37.3% | -8.7% |
| 6M | +2.2% | +42.2% | -40.1% | -6.4% |
| YTD | +33.9% | +3.6% | +30.4% | +30.3% |
| 1Y | +50.2% | -4.8% | +55.0% | +49.3% |
| 3Y | +65.5% | +48.3% | +17.2% | +42.4% |
| All | +70.0% | -19.6% | +89.7% | +47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling