+3,916.3%
FDX vs PEG
+2,889.6%
+1,026.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.1% | -2.5% |
| 7D | -1.6% | -2.3% | +0.6% | -0.8% |
| 30D | +6.6% | +1.2% | +5.4% | +6.1% |
| 3M | -2.1% | -2.4% | +0.3% | -1.3% |
| 6M | +2.2% | -6.9% | +9.0% | +4.6% |
| YTD | +33.9% | -7.2% | +41.2% | +37.0% |
| 1Y | +50.2% | -8.9% | +59.1% | +54.6% |
| 3Y | +65.5% | +27.1% | +38.4% | +48.5% |
| 5Y | +74.1% | +33.8% | +40.3% | +51.4% |
| 10Y | +156.7% | +150.2% | +6.5% | +75.5% |
| All | +3,916.3% | +2,889.6% | +1,026.8% | +1,177.1% |
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