+183.4%
FDX vs PR
+169.5%
+13.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.4% |
| 7D | -2.5% | +2.9% | -5.4% | -2.8% |
| 30D | +3.8% | +18.0% | -14.2% | +1.8% |
| 3M | -1.3% | +16.9% | -18.2% | -3.2% |
| 6M | +5.0% | +28.2% | -23.2% | +1.6% |
| YTD | +39.6% | +69.3% | -29.7% | +30.8% |
| 1Y | +81.1% | +69.5% | +11.6% | +69.3% |
| 3Y | +63.0% | +81.7% | -18.6% | +49.9% |
| 5Y | +65.6% | +422.2% | -356.6% | +32.7% |
| 10Y | +183.4% | +110.4% | +73.0% | +126.4% |
| All | +183.4% | +169.5% | +13.9% | +121.4% |
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