+58.4%
FDX vs PL
+16.0%
+42.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -10.1% | +6.3% | -3.0% |
| 7D | +2.9% | -20.5% | +23.5% | +4.8% |
| 30D | +9.6% | -38.8% | +48.4% | +14.0% |
| 3M | +2.4% | -49.1% | +51.5% | +7.9% |
| 6M | +9.2% | -69.4% | +78.6% | +19.0% |
| YTD | +37.7% | -42.3% | +80.0% | +39.4% |
| 1Y | +56.1% | -14.2% | +70.3% | +50.8% |
| 3Y | +68.9% | +398.7% | -329.7% | +23.4% |
| 5Y | +79.0% | +11.1% | +67.8% | +42.1% |
| All | +58.4% | +16.0% | +42.4% | +25.9% |
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