+65.0%
FDX vs PH
+20.3%
+44.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.7% | +7.3% | +4.9% |
| 7D | +8.1% | -0.2% | +8.3% | +8.0% |
| 30D | +13.9% | -6.7% | +20.6% | +16.5% |
| 3M | +5.5% | -8.1% | +13.7% | +8.3% |
| 6M | +15.1% | +5.3% | +9.8% | +10.1% |
| YTD | +43.2% | +4.2% | +39.0% | +37.6% |
| 1Y | +65.0% | +19.3% | +45.7% | +49.6% |
| All | +65.0% | +20.3% | +44.7% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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