+65.0%
FDX vs PL
-0.6%
+65.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -6.4% | +9.9% | +3.8% |
| 7D | +8.1% | -11.7% | +19.9% | +8.5% |
| 30D | +13.9% | -27.1% | +41.1% | +15.0% |
| 3M | +5.5% | -44.6% | +50.1% | +7.5% |
| 6M | +15.1% | -67.2% | +82.3% | +18.8% |
| YTD | +43.2% | -35.9% | +79.0% | +46.9% |
| 1Y | +65.0% | -0.4% | +65.4% | +71.7% |
| All | +65.0% | -0.6% | +65.7% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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