+3,981.9%
PG vs FDX
+4,120.9%
-139.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.1% |
| 7D | -0.4% | -3.3% | +2.9% | +0.2% |
| 30D | -0.1% | -1.4% | +1.2% | +0.1% |
| 3M | +1.1% | -4.5% | +5.6% | +1.7% |
| 6M | -3.8% | +9.4% | -13.2% | -5.8% |
| YTD | +3.8% | +36.0% | -32.2% | -2.4% |
| 1Y | -5.8% | +75.5% | -81.3% | -15.6% |
| 3Y | +3.0% | +62.8% | -59.8% | -8.5% |
| 5Y | +14.5% | +64.4% | -49.9% | -0.9% |
| 10Y | +117.8% | +175.5% | -57.7% | +62.1% |
| All | +3,981.9% | +4,120.9% | -139.0% | +1,510.9% |
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