+8,390.6%
PWR vs FDX
+1,401.0%
+6,989.6%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.0% |
| 7D | +3.6% | -2.5% | +6.1% | +4.8% |
| 30D | -8.6% | +3.8% | -12.4% | -10.4% |
| 3M | -13.2% | -1.3% | -11.9% | -12.9% |
| 6M | +9.9% | +5.0% | +4.9% | +6.6% |
| YTD | +48.0% | +39.6% | +8.4% | +25.4% |
| 1Y | +66.2% | +81.1% | -15.0% | +24.4% |
| 3Y | +195.1% | +63.0% | +132.1% | +120.1% |
| 5Y | +442.6% | +65.6% | +377.0% | +279.4% |
| 10Y | +2,334.2% | +183.4% | +2,150.9% | +1,110.8% |
| All | +8,390.6% | +1,401.0% | +6,989.6% | +2,012.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling