+227.6%
FDX vs PFGC
+419.1%
-191.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.3% |
| 3M | -1.3% | +5.0% | -6.3% | -2.9% |
| 6M | +5.0% | +8.6% | -3.6% | +2.3% |
| YTD | +39.6% | +9.7% | +30.0% | +35.2% |
| 1Y | +81.1% | -6.3% | +87.4% | +82.6% |
| 3Y | +63.0% | +58.2% | +4.8% | +41.4% |
| 5Y | +65.6% | +110.4% | -44.8% | +30.3% |
| 10Y | +183.4% | +272.8% | -89.4% | +81.9% |
| All | +227.6% | +419.1% | -191.5% | +101.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling