+75.5%
FDX vs PFG
+48.9%
+26.6%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.1% |
| 7D | -3.3% | +6.0% | -9.3% | -5.2% |
| 30D | -1.4% | +2.2% | -3.6% | -2.1% |
| 3M | -4.5% | +10.4% | -14.9% | -8.0% |
| 6M | +9.4% | +27.8% | -18.4% | -0.8% |
| YTD | +36.0% | +33.6% | +2.4% | +20.9% |
| 1Y | +75.5% | +49.3% | +26.2% | +52.5% |
| All | +75.5% | +48.9% | +26.6% | +52.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling