+65.5%
FDX vs PSA
+50.8%
+14.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.4% |
| 7D | -1.6% | +3.9% | -5.5% | -3.2% |
| 30D | +6.6% | +19.7% | -13.1% | -1.1% |
| 3M | -2.1% | +4.3% | -6.3% | -3.8% |
| 6M | +2.2% | +11.4% | -9.2% | -2.6% |
| YTD | +33.9% | +33.9% | 0.0% | +18.4% |
| 1Y | +50.2% | +28.3% | +22.0% | +35.0% |
| 3Y | +65.5% | +53.5% | +12.1% | +35.0% |
| All | +65.5% | +50.8% | +14.8% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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