+70.2%
FDX vs PR
+61.1%
+9.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.9% | +1.0% | -2.9% |
| 7D | +2.9% | -16.5% | +19.5% | +6.4% |
| 30D | +9.6% | -4.5% | +14.1% | +10.1% |
| 3M | +2.4% | +8.5% | -6.2% | -0.3% |
| 6M | +9.2% | -3.3% | +12.5% | +8.8% |
| YTD | +37.7% | +55.7% | -18.0% | +19.0% |
| 1Y | +56.1% | +82.0% | -25.9% | +28.5% |
| All | +70.2% | +61.1% | +9.0% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling