+763.1%
PM vs FDX
+494.8%
+268.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | -4.9% | -2.5% | -2.4% | -4.3% |
| 30D | -3.4% | +3.8% | -7.2% | -4.3% |
| 3M | +5.2% | -1.3% | +6.5% | +5.2% |
| 6M | +3.7% | +5.0% | -1.3% | +1.8% |
| YTD | +15.8% | +39.6% | -23.9% | +6.0% |
| 1Y | +17.4% | +81.1% | -63.8% | +0.6% |
| 3Y | +116.9% | +63.0% | +53.9% | +84.7% |
| 5Y | +117.3% | +65.6% | +51.7% | +78.5% |
| 10Y | +193.8% | +183.4% | +10.4% | +90.2% |
| All | +763.1% | +494.8% | +268.4% | +318.3% |
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 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