+65.8%
FDX vs PFG
+67.7%
-1.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +1.0% | +0.3% |
| 7D | -2.5% | +5.5% | -8.1% | -5.4% |
| 30D | +3.8% | +2.4% | +1.4% | +2.4% |
| 3M | -1.3% | +13.6% | -14.9% | -8.6% |
| 6M | +5.0% | +27.9% | -22.9% | -9.2% |
| YTD | +39.6% | +35.6% | +4.1% | +16.3% |
| 1Y | +81.1% | +48.5% | +32.7% | +42.3% |
| All | +65.8% | +67.7% | -1.9% | +22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling