+1,123.3%
FDX vs PFG
+960.1%
+163.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -2.1% |
| 7D | -1.6% | -0.6% | -1.0% | -1.4% |
| 30D | +6.6% | +2.0% | +4.6% | +5.9% |
| 3M | -2.1% | -3.2% | +1.1% | -1.0% |
| 6M | +2.2% | +10.9% | -8.8% | -1.9% |
| YTD | +33.9% | +28.8% | +5.1% | +21.8% |
| 1Y | +50.2% | +39.2% | +11.1% | +32.8% |
| 3Y | +65.5% | +75.0% | -9.5% | +34.9% |
| 5Y | +74.1% | +91.9% | -17.9% | +36.1% |
| 10Y | +156.7% | +202.3% | -45.6% | +65.3% |
| All | +1,123.3% | +960.1% | +163.2% | +372.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling