+17.6%
PM vs FDX
+74.0%
-56.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.8% | +1.1% |
| 7D | -1.3% | -3.3% | +2.0% | -1.4% |
| 30D | -2.6% | -1.4% | -1.2% | -2.5% |
| 3M | +5.8% | -4.5% | +10.3% | +5.7% |
| 6M | +10.6% | +9.4% | +1.1% | +10.3% |
| YTD | +17.2% | +36.0% | -18.9% | +19.7% |
| 1Y | +17.6% | +75.5% | -57.9% | +21.6% |
| All | +17.6% | +74.0% | -56.3% | +21.6% |
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