+175.5%
FDX vs PEG
+145.3%
+30.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.9% |
| 7D | -3.3% | +1.0% | -4.3% | -3.7% |
| 30D | -1.4% | -1.9% | +0.5% | -0.7% |
| 3M | -4.5% | -3.7% | -0.8% | -3.1% |
| 6M | +9.4% | -9.4% | +18.8% | +13.6% |
| YTD | +36.0% | -6.0% | +42.0% | +38.8% |
| 1Y | +75.5% | -4.4% | +79.9% | +77.3% |
| 3Y | +62.8% | +33.5% | +29.3% | +38.4% |
| 5Y | +64.4% | +35.7% | +28.7% | +36.5% |
| 10Y | +175.5% | +140.4% | +35.1% | +83.7% |
| All | +175.5% | +145.3% | +30.2% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 10y: compounded portfolio wealth divided by compounded PEG 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…
10y analysis · Full analysis span regression · 6 months rolling