+49.6%
PFE vs FDX
+160.0%
-110.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -1.2% |
| 7D | -4.7% | +0.2% | -4.9% | -4.7% |
| 30D | +3.4% | +9.3% | -5.9% | +1.7% |
| 3M | +9.2% | +0.5% | +8.8% | +9.0% |
| 6M | +15.8% | +5.3% | +10.5% | +14.4% |
| YTD | +23.4% | +38.6% | -15.1% | +15.6% |
| 1Y | +25.8% | +53.5% | -27.7% | +15.6% |
| 3Y | +17.8% | +74.2% | -56.4% | +4.0% |
| 5Y | -20.2% | +75.3% | -95.5% | -31.2% |
| 10Y | +49.6% | +156.3% | -106.7% | +7.3% |
| All | +49.6% | +160.0% | -110.4% | +7.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling