+87.3%
PCG vs FDX
+4,056.7%
-3,969.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -23.3% |
| 1Y | -19.5% | +50.2% | -69.8% | -26.0% |
| 3Y | -21.0% | +65.5% | -86.5% | -30.0% |
| 5Y | +13.7% | +74.1% | -60.3% | -2.2% |
| 10Y | -77.2% | +156.7% | -233.8% | -82.4% |
| All | +87.3% | +4,056.7% | -3,969.3% | -1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling