+3,916.3%
FDX vs PSA
+16,026.4%
-12,110.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.4% |
| 7D | -1.6% | +3.9% | -5.5% | -2.9% |
| 30D | +6.6% | +19.7% | -13.1% | +0.2% |
| 3M | -2.1% | +4.3% | -6.3% | -3.5% |
| 6M | +2.2% | +11.4% | -9.2% | -1.8% |
| YTD | +33.9% | +33.9% | 0.0% | +20.8% |
| 1Y | +50.2% | +28.3% | +22.0% | +37.5% |
| 3Y | +65.5% | +53.5% | +12.1% | +41.1% |
| 5Y | +74.1% | +30.6% | +43.4% | +54.2% |
| 10Y | +156.7% | +145.8% | +10.9% | +78.9% |
| All | +3,916.3% | +16,026.4% | -12,110.1% | +1,257.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling