+65.8%
FDX vs PH
+134.7%
-68.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -2.5% | -3.1% | +0.5% | -1.1% |
| 30D | +3.8% | -3.2% | +7.0% | +5.2% |
| 3M | -1.3% | +10.6% | -11.9% | -6.3% |
| 6M | +5.0% | -2.1% | +7.2% | +5.4% |
| YTD | +39.6% | +10.2% | +29.5% | +32.3% |
| 1Y | +81.1% | +28.2% | +52.9% | +59.5% |
| All | +65.8% | +134.7% | -68.9% | +14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling