+175.5%
FDX vs PFGC
+273.4%
-98.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -2.1% |
| 7D | -3.3% | -2.4% | -0.9% | -2.6% |
| 30D | -1.4% | -15.8% | +14.4% | +3.2% |
| 3M | -4.5% | -0.6% | -3.9% | -4.6% |
| 6M | +9.4% | +10.7% | -1.3% | +6.0% |
| YTD | +36.0% | +7.6% | +28.4% | +32.2% |
| 1Y | +75.5% | -7.8% | +83.3% | +77.8% |
| 3Y | +62.8% | +63.7% | -0.9% | +39.3% |
| 5Y | +64.4% | +112.3% | -47.9% | +28.2% |
| 10Y | +175.5% | +286.7% | -111.2% | +79.7% |
| All | +175.5% | +273.4% | -98.0% | +79.7% |
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