+65.5%
FDX vs PPL
+56.0%
+9.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.2% | -2.6% |
| 7D | -1.6% | +0.4% | -2.1% | -1.7% |
| 30D | +6.6% | +5.4% | +1.2% | +5.7% |
| 3M | -2.1% | +4.3% | -6.3% | -2.7% |
| 6M | +2.2% | -1.3% | +3.5% | +2.2% |
| YTD | +33.9% | +4.7% | +29.3% | +32.3% |
| 1Y | +50.2% | +1.3% | +49.0% | +49.3% |
| 3Y | +65.5% | +57.2% | +8.3% | +44.6% |
| All | +65.5% | +56.0% | +9.5% | +44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling