+62.8%
FDX vs PNR
-11.7%
+74.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | 0.0% | -1.5% |
| 7D | -3.3% | -3.0% | -0.3% | -2.1% |
| 30D | -1.4% | -14.9% | +13.5% | +5.1% |
| 3M | -4.5% | -19.0% | +14.5% | +2.8% |
| 6M | +9.4% | -35.9% | +45.3% | +30.1% |
| YTD | +36.0% | -43.1% | +79.2% | +69.3% |
| 1Y | +75.5% | -46.4% | +121.9% | +124.8% |
| 3Y | +62.8% | -10.8% | +73.6% | +63.0% |
| All | +62.8% | -11.7% | +74.5% | +63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling