+43.3%
FDX vs PCOR
-30.9%
+74.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | +0.3% |
| 7D | -2.5% | -9.0% | +6.4% | -0.7% |
| 30D | +3.8% | +4.2% | -0.4% | +2.8% |
| 3M | -1.3% | +14.4% | -15.7% | -4.6% |
| 6M | +5.0% | +0.2% | +4.8% | +3.2% |
| YTD | +39.6% | -20.3% | +59.9% | +43.9% |
| 1Y | +81.1% | -16.1% | +97.3% | +83.4% |
| 3Y | +63.0% | -14.7% | +77.8% | +59.4% |
| 5Y | +65.6% | -43.2% | +108.8% | +56.7% |
| All | +43.3% | -30.9% | +74.3% | +35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling