+4,087.3%
FDX vs PNR
+3,652.8%
+434.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -2.5% | -2.4% | -0.2% | -1.6% |
| 30D | +3.8% | -12.8% | +16.6% | +9.1% |
| 3M | -1.3% | -17.0% | +15.7% | +4.8% |
| 6M | +5.0% | -37.4% | +42.4% | +23.6% |
| YTD | +39.6% | -41.6% | +81.3% | +67.6% |
| 1Y | +81.1% | -44.6% | +125.8% | +121.5% |
| 3Y | +63.0% | -12.1% | +75.2% | +66.6% |
| 5Y | +65.6% | -17.4% | +83.0% | +70.8% |
| 10Y | +183.4% | +64.0% | +119.4% | +124.5% |
| All | +4,087.3% | +3,652.8% | +434.5% | +1,516.4% |
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