+21.1%
PFE vs FDX
+74.0%
-52.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -1.8% |
| 7D | -2.7% | -3.3% | +0.6% | -2.1% |
| 30D | +3.8% | -1.4% | +5.2% | +4.0% |
| 3M | +10.4% | -4.5% | +14.9% | +11.1% |
| 6M | +6.3% | +9.4% | -3.1% | +3.2% |
| YTD | +17.4% | +36.0% | -18.6% | +4.7% |
| 1Y | +21.1% | +75.5% | -54.4% | +2.3% |
| All | +21.1% | +74.0% | -52.8% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded FDX 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling