+132.2%
PSX vs FDX
+64.2%
+68.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.2% |
| 7D | -13.1% | -1.6% | -11.5% | -12.8% |
| 30D | -9.5% | +6.6% | -16.1% | -11.4% |
| 3M | +20.2% | -2.1% | +22.3% | +20.6% |
| 6M | +44.9% | +2.2% | +42.7% | +42.7% |
| YTD | +94.4% | +33.9% | +60.5% | +70.7% |
| 1Y | +83.1% | +50.2% | +32.8% | +53.3% |
| 3Y | +132.2% | +65.5% | +66.6% | +74.4% |
| All | +132.2% | +64.2% | +68.0% | +74.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling