+4,124.9%
FDX vs PPG
+3,036.2%
+1,088.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +5.2% | +0.7% | +4.5% | +4.8% |
| 30D | +11.3% | +17.6% | -6.3% | +2.2% |
| 3M | -4.1% | +7.5% | -11.6% | -7.9% |
| 6M | +9.6% | +17.6% | -8.0% | -0.1% |
| YTD | +40.9% | +22.6% | +18.3% | +25.0% |
| 1Y | +53.0% | +28.0% | +25.0% | +32.7% |
| 3Y | +74.1% | +1.8% | +72.3% | +69.2% |
| 5Y | +75.1% | -15.5% | +90.6% | +83.4% |
| 10Y | +156.9% | +54.9% | +102.0% | +92.5% |
| All | +4,124.9% | +3,036.2% | +1,088.7% | +768.2% |
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