+234.7%
PM vs FDX
+160.0%
+74.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.5% | -5.9% | -3.0% |
| 7D | -7.3% | +0.2% | -7.5% | -7.3% |
| 30D | -4.0% | +9.3% | -13.3% | -5.5% |
| 3M | +2.7% | +0.5% | +2.3% | +2.6% |
| 6M | +14.9% | +5.3% | +9.5% | +13.4% |
| YTD | +23.5% | +38.6% | -15.1% | +15.5% |
| 1Y | +30.4% | +53.5% | -23.2% | +19.6% |
| 3Y | +143.2% | +74.2% | +69.0% | +111.6% |
| 5Y | +159.5% | +75.3% | +84.2% | +119.6% |
| 10Y | +234.7% | +156.3% | +78.4% | +148.3% |
| All | +234.7% | +160.0% | +74.6% | +148.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling