+66.1%
FDX vs PEG
+36.1%
+30.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.5% |
| 7D | -2.5% | +0.7% | -3.2% | -2.7% |
| 30D | +3.8% | -2.4% | +6.2% | +4.4% |
| 3M | -1.3% | -4.8% | +3.5% | -0.2% |
| 6M | +5.0% | -10.7% | +15.7% | +7.5% |
| YTD | +39.6% | -6.7% | +46.3% | +41.4% |
| 1Y | +81.1% | -6.8% | +88.0% | +83.2% |
| All | +66.1% | +36.1% | +30.0% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling