+2,393.1%
PWR vs FDX
+182.3%
+2,210.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.2% | -1.6% |
| 7D | -0.2% | -3.9% | +3.6% | +1.3% |
| 30D | -7.7% | -3.3% | -4.4% | -6.7% |
| 3M | -4.9% | -2.0% | -3.0% | -4.5% |
| 6M | +9.7% | +8.0% | +1.7% | +5.8% |
| YTD | +46.7% | +35.0% | +11.7% | +29.4% |
| 1Y | +58.7% | +73.7% | -15.0% | +26.7% |
| 3Y | +200.7% | +61.6% | +139.1% | +135.7% |
| 5Y | +438.6% | +65.4% | +373.2% | +300.4% |
| All | +2,393.1% | +182.3% | +2,210.8% | +1,206.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling