+73.3%
FDX vs PL
+560.8%
-487.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +1.0% |
| 7D | -2.1% | +13.4% | -15.4% | -2.9% |
| 30D | +10.4% | -10.2% | +20.6% | +10.9% |
| 3M | +0.5% | -39.5% | +39.9% | +3.4% |
| 6M | +6.5% | -65.7% | +72.2% | +13.1% |
| YTD | +40.2% | -27.3% | +67.5% | +39.3% |
| 1Y | +52.1% | +15.0% | +37.1% | +45.1% |
| All | +73.3% | +560.8% | -487.6% | +32.5% |
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