+156.3%
FDX vs PFGC
+360.0%
-203.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.0% | -0.5% | +2.4% |
| 7D | +0.2% | +10.8% | -10.7% | -2.8% |
| 30D | +9.3% | +17.8% | -8.5% | +4.2% |
| 3M | +0.5% | -2.7% | +3.2% | +0.8% |
| 6M | +5.3% | +20.0% | -14.7% | -0.5% |
| YTD | +38.6% | +24.3% | +14.3% | +29.1% |
| 1Y | +53.5% | +13.2% | +40.3% | +46.7% |
| 3Y | +74.2% | +85.9% | -11.7% | +43.7% |
| 5Y | +75.3% | +141.0% | -65.8% | +32.1% |
| 10Y | +156.3% | +370.6% | -214.4% | +61.0% |
| All | +156.3% | +360.0% | -203.7% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling