-21.5%
PFE vs FDX
+72.6%
-94.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -1.3% |
| 7D | -3.7% | -1.6% | -2.1% | -3.5% |
| 30D | +5.0% | +6.6% | -1.6% | +4.1% |
| 3M | +12.2% | -2.1% | +14.2% | +12.4% |
| 6M | +14.6% | +2.2% | +12.4% | +14.1% |
| YTD | +24.1% | +33.9% | -9.8% | +18.9% |
| 1Y | +26.6% | +50.2% | -23.7% | +19.3% |
| 3Y | +14.3% | +65.5% | -51.2% | +5.4% |
| All | -21.5% | +72.6% | -94.1% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling