+150.0%
PM vs FDX
+74.4%
+75.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +1.1% |
| 7D | +0.5% | +5.2% | -4.6% | +0.5% |
| 30D | -3.2% | +11.3% | -14.5% | -3.3% |
| 3M | +6.2% | -4.1% | +10.3% | +6.2% |
| 6M | +7.7% | +9.6% | -2.0% | +7.6% |
| YTD | +27.3% | +40.9% | -13.6% | +26.8% |
| 1Y | +32.8% | +53.0% | -20.2% | +32.2% |
| 3Y | +150.0% | +74.1% | +75.9% | +145.1% |
| All | +150.0% | +74.4% | +75.6% | +145.1% |
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