+404.2%
PWR vs FDX
+74.9%
+329.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.5% | +5.9% | +8.5% |
| 7D | -4.8% | +0.2% | -5.0% | -4.8% |
| 30D | -16.2% | +9.3% | -25.5% | -18.2% |
| 3M | -11.9% | +0.5% | -12.4% | -12.3% |
| 6M | -20.6% | +5.3% | -25.9% | -22.0% |
| YTD | +40.3% | +38.6% | +1.7% | +28.2% |
| 1Y | +33.0% | +53.5% | -20.5% | +18.4% |
| 3Y | +250.0% | +74.2% | +175.8% | +192.3% |
| 5Y | +404.2% | +75.3% | +328.9% | +332.8% |
| All | +404.2% | +74.9% | +329.3% | +332.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling