+4,055.8%
FDX vs PEG
+2,989.2%
+1,066.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.3% | +0.1% | +2.3% |
| 7D | +0.2% | +0.9% | -0.7% | -0.1% |
| 30D | +9.3% | +3.8% | +5.5% | +7.8% |
| 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% | +40.1% |
| 1Y | +53.5% | -6.9% | +60.4% | +56.7% |
| 3Y | +74.2% | +35.6% | +38.6% | +52.7% |
| 5Y | +75.3% | +42.8% | +32.5% | +49.0% |
| 10Y | +156.3% | +160.2% | -4.0% | +72.8% |
| All | +4,055.8% | +2,989.2% | +1,066.6% | +1,206.0% |
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 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