+76.3%
FDX vs PR
+257.5%
-181.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | +0.5% |
| 7D | -2.1% | -0.5% | -1.6% | -2.0% |
| 30D | +10.4% | -4.6% | +15.0% | +11.0% |
| 3M | +0.5% | +4.7% | -4.2% | -0.8% |
| 6M | +6.5% | +12.4% | -6.0% | +3.5% |
| YTD | +40.2% | +62.9% | -22.6% | +26.4% |
| 1Y | +52.1% | +70.6% | -18.5% | +35.8% |
| 3Y | +72.8% | +90.0% | -17.2% | +49.1% |
| 5Y | +76.3% | +255.5% | -179.2% | +33.7% |
| All | +76.3% | +257.5% | -181.2% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling