+156.3%
FDX vs PEGA
+99.2%
+57.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.9% | +7.4% | +4.4% |
| 7D | +0.2% | -10.0% | +10.2% | +2.6% |
| 30D | +9.3% | -12.7% | +22.0% | +12.5% |
| 3M | +0.5% | -4.6% | +5.1% | +1.1% |
| 6M | +5.3% | -13.1% | +18.4% | +7.2% |
| YTD | +38.6% | -47.6% | +86.2% | +57.0% |
| 1Y | +53.5% | -47.0% | +100.6% | +73.1% |
| 3Y | +74.2% | +42.0% | +32.2% | +36.6% |
| 5Y | +75.3% | -47.8% | +123.1% | +84.0% |
| 10Y | +156.3% | +92.0% | +64.3% | +75.6% |
| All | +156.3% | +99.2% | +57.1% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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