+62.1%
FDX vs PL
+40.9%
+21.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.2% | +1.6% |
| 7D | +5.2% | +10.0% | -4.8% | +4.3% |
| 30D | +11.3% | -2.3% | +13.5% | +11.2% |
| 3M | -4.1% | -44.2% | +40.1% | +0.3% |
| 6M | +9.6% | -66.1% | +75.7% | +18.6% |
| YTD | +40.9% | -30.0% | +70.9% | +40.1% |
| 1Y | +53.0% | +21.0% | +32.0% | +43.3% |
| 3Y | +74.1% | +516.5% | -442.4% | +24.7% |
| 5Y | +75.1% | +32.0% | +43.1% | +37.5% |
| All | +62.1% | +40.9% | +21.1% | +26.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling