-76.0%
PCG vs FDX
+180.6%
-256.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.6% |
| 7D | -13.9% | -2.5% | -11.3% | -13.1% |
| 30D | -16.9% | +3.8% | -20.7% | -17.7% |
| 3M | -14.7% | -1.3% | -13.4% | -14.6% |
| 6M | -23.8% | +5.0% | -28.8% | -25.3% |
| YTD | -10.5% | +39.6% | -50.1% | -19.3% |
| 1Y | -5.1% | +81.1% | -86.2% | -20.8% |
| 3Y | -11.6% | +63.0% | -74.6% | -26.5% |
| 5Y | +59.0% | +65.6% | -6.6% | +27.5% |
| All | -76.0% | +180.6% | -256.6% | -86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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