+155.7%
FDX vs PPL
+65.2%
+90.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +1.9% | +1.4% |
| 7D | -2.1% | -1.0% | -1.1% | -1.7% |
| 30D | +10.4% | +3.0% | +7.4% | +9.1% |
| 3M | +0.5% | +1.1% | -0.7% | 0.0% |
| 6M | +6.5% | -0.8% | +7.3% | +6.5% |
| YTD | +40.2% | +3.5% | +36.8% | +37.3% |
| 1Y | +52.1% | -0.9% | +53.0% | +51.4% |
| 3Y | +72.8% | +54.2% | +18.6% | +41.0% |
| 5Y | +76.3% | +46.3% | +30.0% | +45.4% |
| 10Y | +155.7% | +65.0% | +90.7% | +101.3% |
| All | +155.7% | +65.2% | +90.5% | +101.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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