+70.0%
FDX vs PEGA
-45.3%
+115.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.5% | +0.8% | -2.2% |
| 7D | -1.6% | -4.5% | +2.9% | -0.9% |
| 30D | +6.6% | -5.7% | +12.3% | +7.5% |
| 3M | -2.1% | +2.6% | -4.6% | -2.7% |
| 6M | +2.2% | -10.6% | +12.8% | +3.1% |
| YTD | +33.9% | -45.5% | +79.4% | +45.4% |
| 1Y | +50.2% | -44.8% | +95.0% | +62.5% |
| 3Y | +65.5% | +45.5% | +20.0% | +40.1% |
| All | +70.0% | -45.3% | +115.3% | +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