+91.1%
PCG vs FDX
+4,173.5%
-4,082.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.8% | +2.6% | -0.5% |
| 7D | 0.0% | +2.9% | -2.9% | -0.6% |
| 30D | +5.8% | +9.6% | -3.8% | +3.9% |
| 3M | -22.8% | +2.4% | -25.1% | -23.2% |
| 6M | -18.4% | +9.2% | -27.6% | -20.0% |
| YTD | -16.9% | +37.7% | -54.6% | -22.2% |
| 1Y | -17.6% | +56.1% | -73.7% | -24.8% |
| 3Y | -20.0% | +68.9% | -88.9% | -29.3% |
| 5Y | +16.0% | +79.0% | -62.9% | -0.7% |
| 10Y | -76.7% | +163.9% | -240.6% | -82.2% |
| All | +91.1% | +4,173.5% | -4,082.4% | -0.1% |
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