+64.4%
FDX vs PNR
-17.7%
+82.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | 0.0% | -1.4% |
| 7D | -3.3% | -3.0% | -0.3% | -1.9% |
| 30D | -1.4% | -14.9% | +13.5% | +6.2% |
| 3M | -4.5% | -19.0% | +14.5% | +4.1% |
| 6M | +9.4% | -35.9% | +45.3% | +33.5% |
| YTD | +36.0% | -43.1% | +79.2% | +74.7% |
| 1Y | +75.5% | -46.4% | +121.9% | +132.2% |
| 3Y | +62.8% | -10.8% | +73.6% | +61.2% |
| 5Y | +64.4% | -18.9% | +83.3% | +48.7% |
| All | +64.4% | -17.7% | +82.1% | +48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling