+156.3%
FDX vs PEG
+155.4%
+0.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.3% | +0.1% | +2.1% |
| 7D | +0.2% | +0.9% | -0.7% | -0.2% |
| 30D | +9.3% | +3.8% | +5.5% | +7.6% |
| 3M | +0.5% | +0.1% | +0.4% | +0.4% |
| 6M | +5.3% | -1.0% | +6.3% | +5.5% |
| YTD | +38.6% | -4.1% | +42.7% | +40.2% |
| 1Y | +53.5% | -6.9% | +60.4% | +57.1% |
| 3Y | +74.2% | +35.6% | +38.6% | +47.4% |
| 5Y | +75.3% | +42.8% | +32.5% | +42.4% |
| 10Y | +156.3% | +160.2% | -4.0% | +75.0% |
| All | +156.3% | +155.4% | +0.8% | +75.0% |
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