+368.5%
PSX vs FDX
+63.0%
+305.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.1% |
| 7D | +1.8% | -2.3% | +4.2% | +2.4% |
| 30D | +21.6% | -4.9% | +26.5% | +23.2% |
| 3M | +46.5% | -6.5% | +52.9% | +48.7% |
| 6M | +62.0% | +6.7% | +55.3% | +57.2% |
| YTD | +106.3% | +33.9% | +72.4% | +86.2% |
| 1Y | +103.0% | +72.2% | +30.8% | +68.9% |
| 3Y | +135.5% | +60.2% | +75.3% | +96.8% |
| 5Y | +368.5% | +62.9% | +305.6% | +271.0% |
| All | +368.5% | +63.0% | +305.5% | +271.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling