-19.6%
PCG vs FDX
+53.6%
-73.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +0.5% |
| 7D | -1.1% | +0.2% | -1.2% | -1.1% |
| 30D | +0.1% | +9.3% | -9.2% | -2.1% |
| 3M | -24.4% | +0.5% | -24.9% | -24.4% |
| 6M | -17.7% | +5.3% | -23.0% | -19.0% |
| YTD | -17.4% | +38.6% | -56.0% | -22.0% |
| All | -19.6% | +53.6% | -73.2% | -25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling