+183.9%
FDX vs PFG
+246.6%
-62.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +1.0% | +0.2% |
| 7D | -2.5% | +5.5% | -8.1% | -5.3% |
| 30D | +3.8% | +2.4% | +1.4% | +2.5% |
| 3M | -1.3% | +13.6% | -14.9% | -8.0% |
| 6M | +5.0% | +27.9% | -22.9% | -7.9% |
| YTD | +39.6% | +35.6% | +4.1% | +18.6% |
| 1Y | +81.1% | +48.5% | +32.7% | +46.4% |
| 3Y | +63.0% | +66.9% | -3.8% | +23.4% |
| 5Y | +65.6% | +111.0% | -45.3% | +9.0% |
| All | +183.9% | +246.6% | -62.8% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling