-21.0%
PCG vs FDX
+64.2%
-85.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.8% | -1.4% |
| 7D | -1.6% | -1.6% | 0.0% | -1.3% |
| 30D | +1.4% | +6.6% | -5.2% | +0.1% |
| 3M | -23.4% | -2.1% | -21.3% | -23.1% |
| 6M | -19.4% | +2.2% | -21.5% | -19.9% |
| YTD | -18.5% | +33.9% | -52.4% | -22.8% |
| 1Y | -19.5% | +50.2% | -69.8% | -25.3% |
| 3Y | -21.0% | +65.5% | -86.5% | -36.0% |
| All | -21.0% | +64.2% | -85.2% | -36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling