+65.8%
FDX vs PFGC
+60.5%
+5.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.4% |
| 7D | -2.5% | -2.2% | -0.3% | -1.9% |
| 30D | +3.8% | -11.9% | +15.7% | +7.7% |
| 3M | -1.3% | +5.0% | -6.3% | -3.4% |
| 6M | +5.0% | +8.6% | -3.6% | +1.5% |
| YTD | +39.6% | +9.7% | +30.0% | +33.7% |
| 1Y | +81.1% | -6.3% | +87.4% | +82.6% |
| All | +65.8% | +60.5% | +5.3% | +36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling