+149.2%
FDX vs PR
+66.0%
+83.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.7% | -2.9% |
| 7D | -1.6% | -16.4% | +14.8% | +0.2% |
| 30D | +6.6% | -1.9% | +8.5% | +6.7% |
| 3M | -2.1% | +8.0% | -10.0% | -3.2% |
| 6M | +2.2% | +4.1% | -1.9% | +1.2% |
| YTD | +33.9% | +58.7% | -24.8% | +26.0% |
| 1Y | +50.2% | +75.8% | -25.6% | +39.6% |
| 3Y | +65.5% | +73.2% | -7.6% | +52.8% |
| 5Y | +74.1% | +230.1% | -156.1% | +45.9% |
| All | +149.2% | +66.0% | +83.2% | +103.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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