+1,129.2%
PSX vs FDX
+448.5%
+680.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.0% | +2.2% | +2.8% |
| 7D | -0.4% | -2.1% | +1.7% | +0.5% |
| 30D | -8.1% | +10.4% | -18.5% | -12.0% |
| 3M | +15.9% | +0.5% | +15.5% | +15.2% |
| 6M | +49.4% | +6.5% | +42.9% | +43.9% |
| YTD | +104.7% | +40.2% | +64.4% | +73.0% |
| 1Y | +89.1% | +52.1% | +37.0% | +54.2% |
| 3Y | +151.7% | +72.8% | +78.9% | +87.9% |
| 5Y | +298.3% | +76.3% | +222.0% | +180.9% |
| 10Y | +357.1% | +155.7% | +201.3% | +133.5% |
| All | +1,129.2% | +448.5% | +680.7% | +339.4% |
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 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