+1,175.4%
FDX vs PFG
+1,015.3%
+160.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +1.0% | 0.0% |
| 7D | -2.5% | +5.5% | -8.1% | -4.4% |
| 30D | +3.8% | +2.4% | +1.4% | +2.9% |
| 3M | -1.3% | +13.6% | -14.9% | -6.0% |
| 6M | +5.0% | +27.9% | -22.9% | -4.1% |
| YTD | +39.6% | +35.6% | +4.1% | +24.7% |
| 1Y | +81.1% | +48.5% | +32.7% | +56.4% |
| 3Y | +63.0% | +66.9% | -3.8% | +34.9% |
| 5Y | +65.6% | +111.0% | -45.3% | +25.1% |
| 10Y | +183.4% | +244.5% | -61.1% | +74.7% |
| All | +1,175.4% | +1,015.3% | +160.1% | +383.4% |
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