+23.4%
PFE vs FDX
+73.6%
-50.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.1% |
| 7D | -3.0% | -2.1% | -0.9% | -2.6% |
| 30D | +5.2% | +10.4% | -5.2% | +3.4% |
| 3M | +12.2% | +0.5% | +11.8% | +12.0% |
| 6M | +17.8% | +6.5% | +11.3% | +16.2% |
| YTD | +26.2% | +40.2% | -14.0% | +17.9% |
| 1Y | +23.2% | +52.1% | -28.9% | +13.4% |
| All | +23.4% | +73.6% | -50.2% | +8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling