+4,087.3%
FDX vs PNC
+4,099.5%
-12.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | -2.5% | +1.4% | -3.9% | -3.1% |
| 30D | +3.8% | -3.8% | +7.6% | +5.3% |
| 3M | -1.3% | +9.0% | -10.3% | -4.7% |
| 6M | +5.0% | +16.6% | -11.6% | -1.1% |
| YTD | +39.6% | +20.4% | +19.2% | +29.7% |
| 1Y | +81.1% | +22.3% | +58.8% | +66.9% |
| 3Y | +63.0% | +124.5% | -61.5% | +18.7% |
| 5Y | +65.6% | +54.1% | +11.5% | +37.2% |
| 10Y | +183.4% | +276.3% | -92.9% | +66.3% |
| All | +4,087.3% | +4,099.5% | -12.2% | +913.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 all: compounded portfolio wealth divided by compounded PNC 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…
all analysis · Full analysis span regression · 6 months rolling