-76.7%
PCG vs FDX
+160.0%
-236.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +0.3% |
| 7D | -1.1% | +0.2% | -1.2% | -1.1% |
| 30D | +0.1% | +9.3% | -9.2% | -2.5% |
| 3M | -24.4% | +0.5% | -24.9% | -24.6% |
| 6M | -17.7% | +5.3% | -23.0% | -19.2% |
| YTD | -17.4% | +38.6% | -56.0% | -25.5% |
| 1Y | -19.4% | +53.5% | -72.9% | -29.4% |
| 3Y | -18.6% | +74.2% | -92.8% | -33.7% |
| 5Y | +10.2% | +75.3% | -65.1% | -13.4% |
| 10Y | -76.7% | +156.3% | -233.0% | -85.5% |
| All | -76.7% | +160.0% | -236.7% | -85.5% |
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