+4,124.9%
FDX vs PNC
+3,908.5%
+216.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.3% |
| 7D | +5.2% | +3.1% | +2.1% | +4.0% |
| 30D | +11.3% | +7.6% | +3.6% | +8.2% |
| 3M | -4.1% | -8.1% | +4.0% | -0.9% |
| 6M | +9.6% | +12.6% | -3.0% | +4.5% |
| YTD | +40.9% | +15.0% | +25.9% | +33.2% |
| 1Y | +53.0% | +30.4% | +22.6% | +37.8% |
| 3Y | +74.1% | +116.1% | -42.1% | +29.0% |
| 5Y | +75.1% | +37.5% | +37.6% | +51.8% |
| 10Y | +156.9% | +205.1% | -48.2% | +62.6% |
| All | +4,124.9% | +3,908.5% | +216.4% | +941.1% |
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