+4,029.2%
FDX vs PPL
+2,170.9%
+1,858.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.8% | -4.6% | -4.1% |
| 7D | +2.9% | +1.0% | +1.9% | +2.5% |
| 30D | +9.6% | +6.8% | +2.8% | +7.2% |
| 3M | +2.4% | +3.9% | -1.5% | +1.0% |
| 6M | +9.2% | -2.0% | +11.2% | +9.7% |
| YTD | +37.7% | +5.3% | +32.4% | +34.5% |
| 1Y | +56.1% | +2.2% | +53.9% | +54.0% |
| 3Y | +68.9% | +56.7% | +12.2% | +42.4% |
| 5Y | +79.0% | +49.1% | +29.9% | +52.1% |
| 10Y | +163.9% | +63.6% | +100.3% | +112.1% |
| All | +4,029.2% | +2,170.9% | +1,858.3% | +1,651.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling