+70.0%
FDX vs PFGC
+121.6%
-51.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -2.1% |
| 7D | -1.6% | +8.5% | -10.2% | -4.6% |
| 30D | +6.6% | +15.0% | -8.4% | +1.4% |
| 3M | -2.1% | -6.2% | +4.1% | -0.4% |
| 6M | +2.2% | +15.7% | -13.6% | -3.7% |
| YTD | +33.9% | +19.6% | +14.4% | +24.0% |
| 1Y | +50.2% | +13.2% | +37.0% | +41.6% |
| 3Y | +65.5% | +77.0% | -11.4% | +30.6% |
| All | +70.0% | +121.6% | -51.6% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling