+4,124.9%
FDX vs PNR
+4,177.9%
-53.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.1% |
| 3M | -4.1% | +2.6% | -6.7% | -5.5% |
| 6M | +9.6% | -6.4% | +16.0% | +10.9% |
| YTD | +40.9% | -33.4% | +74.3% | +60.5% |
| 1Y | +53.0% | -35.1% | +88.1% | +75.9% |
| 3Y | +74.1% | +17.1% | +57.0% | +59.6% |
| 5Y | +75.1% | -3.5% | +78.6% | +70.2% |
| 10Y | +156.9% | +100.2% | +56.8% | +89.3% |
| All | +4,124.9% | +4,177.9% | -53.1% | +1,447.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling