+65.8%
FDX vs PL
+454.1%
-388.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | -2.5% | -9.3% | +6.8% | -1.9% |
| 30D | +3.8% | -18.9% | +22.7% | +5.3% |
| 3M | -1.3% | -58.4% | +57.1% | +4.3% |
| 6M | +5.0% | -30.3% | +35.3% | +5.8% |
| YTD | +39.6% | -8.1% | +47.8% | +36.9% |
| 1Y | +81.1% | +180.5% | -99.4% | +58.5% |
| All | +65.8% | +454.1% | -388.3% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling