+2,382.0%
FDX vs PEGA
+1,035.4%
+1,346.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.5% | +0.8% | -2.4% |
| 7D | -1.6% | -4.5% | +2.9% | -1.2% |
| 30D | +6.6% | -5.7% | +12.3% | +7.2% |
| 3M | -2.1% | +2.6% | -4.6% | -2.5% |
| 6M | +2.2% | -10.6% | +12.8% | +2.7% |
| YTD | +33.9% | -45.5% | +79.4% | +40.4% |
| 1Y | +50.2% | -44.8% | +95.0% | +57.2% |
| 3Y | +65.5% | +45.5% | +20.0% | +53.8% |
| 5Y | +74.1% | -45.3% | +119.4% | +74.1% |
| 10Y | +156.7% | +102.4% | +54.3% | +129.6% |
| All | +2,382.0% | +1,035.4% | +1,346.6% | +1,674.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling