+156.3%
FDX vs PFG
+203.0%
-46.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.0% | -0.6% | +1.4% |
| 7D | +0.2% | +2.3% | -2.1% | -0.9% |
| 30D | +9.3% | +7.6% | +1.7% | +5.4% |
| 3M | +0.5% | +2.5% | -2.1% | -0.9% |
| 6M | +5.3% | +16.6% | -11.3% | -3.2% |
| YTD | +38.6% | +34.1% | +4.5% | +18.3% |
| 1Y | +53.5% | +44.1% | +9.5% | +26.1% |
| 3Y | +74.2% | +86.3% | -12.0% | +25.1% |
| 5Y | +75.3% | +101.6% | -26.3% | +18.2% |
| 10Y | +156.3% | +197.9% | -41.6% | +34.6% |
| All | +156.3% | +203.0% | -46.7% | +34.6% |
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