+4,105.2%
FDX vs PNC
+3,903.5%
+201.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -2.1% | -0.6% | -1.4% | -1.8% |
| 30D | +10.4% | +5.8% | +4.6% | +8.1% |
| 3M | +0.5% | -7.9% | +8.4% | +3.7% |
| 6M | +6.5% | +10.0% | -3.5% | +2.4% |
| YTD | +40.2% | +14.8% | +25.4% | +32.7% |
| 1Y | +52.1% | +29.7% | +22.4% | +37.2% |
| 3Y | +72.8% | +114.4% | -41.6% | +28.5% |
| 5Y | +76.3% | +36.0% | +40.3% | +53.5% |
| 10Y | +155.7% | +204.7% | -49.0% | +62.0% |
| All | +4,105.2% | +3,903.5% | +201.7% | +936.7% |
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