+153.5%
FDX vs PH
+698.6%
-545.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.8% | +1.6% |
| 7D | +5.2% | +4.1% | +1.1% | +2.9% |
| 30D | +11.3% | -0.1% | +11.3% | +10.6% |
| 3M | -4.1% | -9.6% | +5.5% | +0.5% |
| 6M | +9.6% | +8.5% | +1.1% | +3.3% |
| YTD | +40.9% | +9.4% | +31.5% | +31.8% |
| 1Y | +53.0% | +14.2% | +38.8% | +39.7% |
| 3Y | +74.1% | +134.0% | -60.0% | +3.5% |
| 5Y | +75.1% | +203.8% | -128.7% | -12.8% |
| All | +153.5% | +698.6% | -545.0% | -27.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling