+4,087.3%
FDX vs PEG
+2,907.1%
+1,180.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.5% |
| 7D | -2.5% | +0.7% | -3.2% | -2.8% |
| 30D | +3.8% | -2.4% | +6.2% | +4.7% |
| 3M | -1.3% | -4.8% | +3.5% | +0.4% |
| 6M | +5.0% | -10.7% | +15.7% | +9.1% |
| YTD | +39.6% | -6.7% | +46.3% | +42.6% |
| 1Y | +81.1% | -6.8% | +88.0% | +84.7% |
| 3Y | +63.0% | +34.5% | +28.6% | +43.1% |
| 5Y | +65.6% | +35.8% | +29.9% | +43.3% |
| 10Y | +183.4% | +141.7% | +41.6% | +96.0% |
| All | +4,087.3% | +2,907.1% | +1,180.3% | +1,229.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling