+190.5%
FDX vs PR
+160.5%
+30.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -6.5% | +10.1% | +4.3% |
| 7D | +8.1% | -12.1% | +20.3% | +9.6% |
| 30D | +13.9% | +0.9% | +13.0% | +13.6% |
| 3M | +5.5% | +10.1% | -4.6% | +4.1% |
| 6M | +15.1% | +1.1% | +14.0% | +14.4% |
| YTD | +43.2% | +63.7% | -20.5% | +34.3% |
| 1Y | +65.0% | +87.0% | -22.0% | +52.4% |
| 3Y | +75.7% | +70.7% | +4.9% | +62.4% |
| 5Y | +84.4% | +246.8% | -162.4% | +54.0% |
| 10Y | +174.4% | +72.6% | +101.8% | +119.9% |
| All | +190.5% | +160.5% | +30.1% | +127.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling