+3,391.6%
PFE vs FDX
+4,056.7%
-665.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -1.0% |
| 7D | -3.7% | -1.6% | -2.1% | -3.3% |
| 30D | +5.0% | +6.6% | -1.6% | +3.5% |
| 3M | +12.2% | -2.1% | +14.2% | +12.6% |
| 6M | +14.6% | +2.2% | +12.4% | +13.6% |
| YTD | +24.1% | +33.9% | -9.8% | +15.4% |
| 1Y | +26.6% | +50.2% | -23.7% | +14.6% |
| 3Y | +14.3% | +65.5% | -51.2% | -0.9% |
| 5Y | -21.9% | +74.1% | -96.0% | -35.1% |
| 10Y | +62.6% | +156.7% | -94.0% | +16.1% |
| All | +3,391.6% | +4,056.7% | -665.1% | +1,172.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling