+86.2%
PSX vs FDX
+53.9%
+32.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -7.8% | +0.5% | -8.3% | -7.8% |
| 30D | -9.9% | +9.5% | -19.4% | -9.8% |
| 3M | +16.9% | -1.3% | +18.3% | +17.1% |
| 6M | +48.0% | +5.5% | +42.4% | +48.4% |
| YTD | +98.3% | +38.9% | +59.5% | +83.6% |
| 1Y | +86.2% | +58.8% | +27.4% | +64.4% |
| All | +86.2% | +53.9% | +32.3% | +64.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling