+64.4%
FDX vs PEGA
-47.9%
+112.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.2% | +1.6% | -2.0% |
| 7D | -3.3% | -2.4% | -0.9% | -3.0% |
| 30D | -1.4% | +9.6% | -11.0% | -2.9% |
| 3M | -4.5% | +2.3% | -6.8% | -5.4% |
| 6M | +9.4% | -23.9% | +33.3% | +13.2% |
| YTD | +36.0% | -39.8% | +75.8% | +45.6% |
| 1Y | +75.5% | -37.4% | +112.9% | +85.6% |
| 3Y | +62.8% | +53.1% | +9.7% | +37.4% |
| 5Y | +64.4% | -47.2% | +111.6% | +60.8% |
| All | +64.4% | -47.9% | +112.3% | +60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling