+177.0%
FDX vs PPG
+26.3%
+150.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +2.0% |
| 7D | -3.9% | -5.1% | +1.3% | -0.9% |
| 30D | -3.3% | -9.6% | +6.3% | +2.4% |
| 3M | -2.0% | -6.4% | +4.5% | +1.1% |
| 6M | +8.0% | +0.5% | +7.5% | +6.3% |
| YTD | +35.0% | +4.4% | +30.6% | +29.4% |
| 1Y | +73.7% | -0.9% | +74.6% | +71.0% |
| 3Y | +61.6% | -17.0% | +78.5% | +75.1% |
| 5Y | +65.4% | -23.7% | +89.0% | +83.3% |
| All | +177.0% | +26.3% | +150.7% | +127.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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