+76.2%
FDX vs PFG
+92.7%
-16.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.2% |
| 7D | +5.2% | +2.4% | +2.8% | +3.9% |
| 30D | +11.3% | +5.9% | +5.4% | +8.0% |
| 3M | -4.1% | -0.4% | -3.7% | -4.1% |
| 6M | +9.6% | +14.8% | -5.2% | +0.9% |
| YTD | +40.9% | +31.9% | +9.0% | +19.7% |
| 1Y | +53.0% | +38.8% | +14.2% | +26.2% |
| 3Y | +74.1% | +82.4% | -8.3% | +23.3% |
| All | +76.2% | +92.7% | -16.5% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling