+9.2%
FDX vs PR
-3.2%
+12.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.9% | +1.0% | -4.4% |
| 7D | +2.9% | -16.5% | +19.5% | +0.6% |
| 30D | +9.6% | -4.5% | +14.1% | +8.7% |
| 3M | +2.4% | +8.5% | -6.2% | +3.6% |
| 6M | +9.2% | -3.3% | +12.5% | +7.0% |
| All | +9.2% | -3.2% | +12.4% | +7.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling