+8.1%
PCG vs FDX
+73.8%
-65.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | -2.0% | +0.8% | -2.8% | -2.1% |
| 30D | -2.7% | +9.9% | -12.6% | -4.5% |
| 3M | -25.1% | -1.9% | -23.2% | -24.8% |
| 6M | -22.3% | +6.1% | -28.4% | -23.4% |
| YTD | -18.5% | +38.8% | -57.3% | -23.7% |
| 1Y | -21.8% | +50.0% | -71.8% | -27.9% |
| 3Y | -21.0% | +71.0% | -92.1% | -30.7% |
| 5Y | +8.1% | +72.5% | -64.4% | -4.5% |
| All | +8.1% | +73.8% | -65.7% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling