+72.5%
FDX vs PEGA
-45.0%
+117.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.3% |
| 7D | +0.8% | -4.6% | +5.3% | +1.5% |
| 30D | +9.9% | -6.8% | +16.7% | +10.9% |
| 3M | -1.9% | +2.6% | -4.5% | -2.5% |
| 6M | +6.1% | -5.4% | +11.4% | +6.1% |
| YTD | +38.8% | -46.0% | +84.8% | +50.8% |
| 1Y | +50.0% | -45.6% | +95.6% | +62.5% |
| 3Y | +71.0% | +43.2% | +27.9% | +45.1% |
| 5Y | +72.5% | -45.3% | +117.7% | +70.6% |
| All | +72.5% | -45.0% | +117.5% | +70.6% |
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 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