+46.9%
PM vs FDX
+65.6%
-18.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.6% | -2.0% | +1.5% |
| 7D | +4.3% | +8.1% | -3.9% | +4.1% |
| 30D | +11.5% | +13.9% | -2.5% | +11.2% |
| 3M | +13.0% | +5.5% | +7.5% | +13.0% |
| 6M | +25.9% | +15.1% | +10.8% | +25.1% |
| YTD | +34.0% | +43.2% | -9.2% | +29.9% |
| 1Y | +46.9% | +65.0% | -18.2% | +36.6% |
| All | +46.9% | +65.6% | -18.7% | +36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling