+2,487.7%
FDX vs PEGA
+1,209.2%
+1,278.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | -2.5% | +3.3% | -5.8% | -2.8% |
| 30D | +3.8% | +17.7% | -14.0% | +2.1% |
| 3M | -1.3% | +5.8% | -7.1% | -2.3% |
| 6M | +5.0% | -20.3% | +25.3% | +6.6% |
| YTD | +39.6% | -37.1% | +76.8% | +44.5% |
| 1Y | +81.1% | -30.2% | +111.3% | +85.0% |
| 3Y | +63.0% | +48.1% | +14.9% | +51.3% |
| 5Y | +65.6% | -46.8% | +112.4% | +66.0% |
| 10Y | +183.4% | +191.3% | -8.0% | +145.9% |
| All | +2,487.7% | +1,209.2% | +1,278.4% | +1,725.5% |
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