+2,426.3%
PWR vs FDX
+179.9%
+2,246.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.3% |
| 7D | +2.7% | -2.3% | +5.0% | +3.5% |
| 30D | -5.1% | -4.9% | -0.2% | -3.5% |
| 3M | -9.4% | -6.5% | -2.9% | -7.2% |
| 6M | +10.4% | +6.7% | +3.8% | +7.0% |
| YTD | +48.6% | +33.9% | +14.8% | +31.6% |
| 1Y | +68.0% | +72.2% | -4.2% | +34.6% |
| 3Y | +204.7% | +60.2% | +144.5% | +139.7% |
| 5Y | +451.9% | +62.9% | +389.0% | +313.0% |
| All | +2,426.3% | +179.9% | +2,246.4% | +1,228.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling