+153.5%
FDX vs PNR
+99.2%
+54.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +5.2% | +0.3% | +4.9% | +5.1% |
| 30D | +11.3% | +31.7% | -20.4% | -3.8% |
| 3M | -4.1% | +2.6% | -6.7% | -5.9% |
| 6M | +9.6% | -6.4% | +16.0% | +11.2% |
| YTD | +40.9% | -33.4% | +74.3% | +68.8% |
| 1Y | +53.0% | -35.1% | +88.1% | +85.7% |
| 3Y | +74.1% | +17.1% | +57.0% | +50.3% |
| 5Y | +75.1% | -3.5% | +78.6% | +63.3% |
| All | +153.5% | +99.2% | +54.3% | +54.7% |
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