+177.0%
FDX vs PNR
+66.6%
+110.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.5% |
| 7D | -3.9% | -5.5% | +1.6% | -1.1% |
| 30D | -3.3% | -15.6% | +12.3% | +5.2% |
| 3M | -2.0% | -20.2% | +18.2% | +8.4% |
| 6M | +8.0% | -36.6% | +44.7% | +34.0% |
| YTD | +35.0% | -45.0% | +80.0% | +78.7% |
| 1Y | +73.7% | -47.4% | +121.1% | +135.2% |
| 3Y | +61.6% | -13.7% | +75.3% | +64.3% |
| 5Y | +65.4% | -20.8% | +86.2% | +71.0% |
| All | +177.0% | +66.6% | +110.4% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 10y: compounded portfolio wealth divided by compounded PNR 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…
10y analysis · Full analysis span regression · 6 months rolling