+200.3%
PWR vs FDX
+65.3%
+135.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | +3.6% | -2.5% | +6.1% | +4.3% |
| 30D | -8.6% | +3.8% | -12.4% | -9.6% |
| 3M | -13.2% | -1.3% | -11.9% | -13.0% |
| 6M | +9.9% | +5.0% | +4.9% | +8.1% |
| YTD | +48.0% | +39.6% | +8.4% | +36.4% |
| 1Y | +66.2% | +81.1% | -15.0% | +44.2% |
| All | +200.3% | +65.3% | +135.0% | +148.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling