+338.3%
PSX vs FDX
+155.6%
+182.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -7.8% | +0.5% | -8.3% | -8.0% |
| 30D | -9.9% | +9.5% | -19.4% | -13.3% |
| 3M | +16.9% | -1.3% | +18.3% | +17.0% |
| 6M | +48.0% | +5.5% | +42.4% | +43.2% |
| YTD | +98.3% | +38.9% | +59.5% | +68.7% |
| 1Y | +86.2% | +58.8% | +27.4% | +49.3% |
| 3Y | +144.0% | +71.1% | +72.8% | +83.3% |
| 5Y | +287.7% | +76.3% | +211.4% | +174.5% |
| 10Y | +338.3% | +153.4% | +184.9% | +106.7% |
| All | +338.3% | +155.6% | +182.7% | +106.7% |
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