0.0%
PG vs FDX
+60.4%
-60.5%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.2% |
| 7D | -2.7% | -3.9% | +1.2% | -2.4% |
| 30D | -1.5% | -3.3% | +1.8% | -1.3% |
| 3M | -3.4% | -2.0% | -1.4% | -3.3% |
| 6M | -7.0% | +8.0% | -15.0% | -7.6% |
| YTD | +2.0% | +35.0% | -33.0% | 0.0% |
| 1Y | -6.5% | +73.7% | -80.1% | -9.6% |
| All | 0.0% | +60.4% | -60.5% | -5.1% |
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