+4,087.3%
FDX vs PPG
+2,762.5%
+1,324.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.4% |
| 7D | -2.5% | -1.5% | -1.0% | -1.8% |
| 30D | +3.8% | -5.0% | +8.8% | +6.4% |
| 3M | -1.3% | +1.1% | -2.4% | -2.5% |
| 6M | +5.0% | -3.2% | +8.2% | +5.7% |
| YTD | +39.6% | +11.9% | +27.8% | +30.1% |
| 1Y | +81.1% | +5.3% | +75.8% | +73.5% |
| 3Y | +63.0% | -15.0% | +78.0% | +73.8% |
| 5Y | +65.6% | -19.6% | +85.2% | +78.1% |
| 10Y | +183.4% | +27.0% | +156.3% | +134.3% |
| All | +4,087.3% | +2,762.5% | +1,324.8% | +803.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling