+1,112.1%
PSX vs FDX
+446.1%
+665.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.4% |
| 7D | +4.5% | -2.5% | +7.1% | +5.6% |
| 30D | +26.6% | +3.8% | +22.8% | +24.5% |
| 3M | +39.3% | -1.3% | +40.6% | +39.3% |
| 6M | +56.8% | +5.0% | +51.8% | +51.0% |
| YTD | +101.8% | +39.6% | +62.2% | +71.5% |
| 1Y | +99.6% | +81.1% | +18.5% | +50.9% |
| 3Y | +140.3% | +63.0% | +77.3% | +84.2% |
| 5Y | +339.3% | +65.6% | +273.7% | +219.0% |
| 10Y | +369.9% | +183.4% | +186.5% | +129.4% |
| All | +1,112.1% | +446.1% | +665.9% | +335.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling