+3,916.3%
FDX vs PH
+24,008.7%
-20,092.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.9% | -5.6% | -4.1% |
| 7D | -1.6% | +2.0% | -3.6% | -2.7% |
| 30D | +6.6% | -3.7% | +10.3% | +7.9% |
| 3M | -2.1% | -14.0% | +12.0% | +4.3% |
| 6M | +2.2% | +2.1% | +0.1% | +0.1% |
| YTD | +33.9% | +5.1% | +28.9% | +29.2% |
| 1Y | +50.2% | +10.9% | +39.3% | +41.4% |
| 3Y | +65.5% | +132.9% | -67.4% | +8.6% |
| 5Y | +74.1% | +200.1% | -126.0% | +0.3% |
| 10Y | +156.7% | +783.8% | -627.1% | -12.5% |
| All | +3,916.3% | +24,008.7% | -20,092.4% | +265.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling