+155.7%
FDX vs PEGA
+94.5%
+61.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -2.1% | -8.6% | +6.6% | 0.0% |
| 30D | +10.4% | -10.1% | +20.5% | +12.9% |
| 3M | +0.5% | -4.7% | +5.2% | +1.1% |
| 6M | +6.5% | -8.0% | +14.4% | +6.9% |
| YTD | +40.2% | -47.1% | +87.4% | +58.6% |
| 1Y | +52.1% | -47.5% | +99.6% | +71.9% |
| 3Y | +72.8% | +40.2% | +32.6% | +36.0% |
| 5Y | +76.3% | -45.7% | +122.0% | +82.5% |
| 10Y | +155.7% | +85.1% | +70.7% | +72.1% |
| All | +155.7% | +94.5% | +61.3% | +72.1% |
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