+29.6%
PWR vs FDX
+53.9%
-24.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | -11.2% | +0.5% | -11.7% | -11.2% |
| 30D | -17.4% | +9.5% | -26.9% | -19.4% |
| 3M | -11.7% | -1.3% | -10.4% | -11.3% |
| 6M | -21.7% | +5.5% | -27.2% | -23.2% |
| YTD | +38.3% | +38.9% | -0.6% | +24.8% |
| 1Y | +29.6% | +58.8% | -29.2% | +14.2% |
| All | +29.6% | +53.9% | -24.3% | +14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling