+53.0%
FDX vs PEGA
-44.6%
+97.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.5% |
| 7D | +5.2% | +0.1% | +5.1% | +5.2% |
| 30D | +11.3% | -4.1% | +15.4% | +11.4% |
| 3M | -4.1% | -2.8% | -1.3% | -3.9% |
| 6M | +9.6% | -0.4% | +10.1% | +10.7% |
| YTD | +40.9% | -45.4% | +86.3% | +46.1% |
| 1Y | +53.0% | -42.6% | +95.6% | +57.4% |
| All | +53.0% | -44.6% | +97.6% | +57.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling