+370.1%
PSX vs FDX
+178.0%
+192.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.2% | +2.6% |
| 7D | +2.8% | -3.3% | +6.1% | +4.1% |
| 30D | +27.8% | -1.4% | +29.2% | +28.3% |
| 3M | +42.0% | -4.5% | +46.5% | +43.9% |
| 6M | +58.1% | +9.4% | +48.7% | +49.7% |
| YTD | +105.0% | +36.0% | +69.0% | +76.5% |
| 1Y | +104.9% | +75.5% | +29.4% | +57.5% |
| 3Y | +134.1% | +62.8% | +71.3% | +79.9% |
| 5Y | +363.8% | +64.4% | +299.4% | +239.1% |
| 10Y | +370.1% | +175.5% | +194.6% | +127.2% |
| All | +370.1% | +178.0% | +192.1% | +127.2% |
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