+456.7%
PWR vs FDX
+63.0%
+393.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.6% | +4.9% | +3.0% |
| 7D | +4.5% | -3.3% | +7.8% | +5.4% |
| 30D | -4.9% | -1.4% | -3.5% | -4.7% |
| 3M | -7.9% | -4.5% | -3.4% | -6.9% |
| 6M | +18.3% | +9.4% | +8.9% | +15.2% |
| YTD | +51.5% | +36.0% | +15.5% | +39.7% |
| 1Y | +70.3% | +75.5% | -5.2% | +47.3% |
| 3Y | +210.6% | +62.8% | +147.8% | +165.8% |
| 5Y | +456.7% | +64.4% | +392.3% | +356.0% |
| All | +456.7% | +63.0% | +393.7% | +356.0% |
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