+843.8%
PM vs FDX
+470.5%
+373.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -1.2% |
| 7D | -5.2% | -1.6% | -3.6% | -4.8% |
| 30D | +2.7% | +6.6% | -3.9% | +1.2% |
| 3M | +6.1% | -2.1% | +8.2% | +6.5% |
| 6M | +18.0% | +2.2% | +15.8% | +16.8% |
| YTD | +26.6% | +33.9% | -7.4% | +16.9% |
| 1Y | +36.7% | +50.2% | -13.6% | +22.7% |
| 3Y | +146.0% | +65.5% | +80.5% | +108.4% |
| 5Y | +164.1% | +74.1% | +90.0% | +113.5% |
| 10Y | +238.8% | +156.7% | +82.1% | +125.3% |
| All | +843.8% | +470.5% | +373.3% | +361.5% |
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