+2,473.3%
FDX vs PEGA
+1,005.9%
+1,467.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | +0.5% | -8.2% | +8.7% | +1.3% |
| 30D | +9.5% | -11.6% | +21.1% | +10.8% |
| 3M | -1.3% | -4.2% | +2.8% | -1.1% |
| 6M | +5.5% | -12.0% | +17.5% | +6.2% |
| YTD | +38.9% | -46.9% | +85.8% | +46.0% |
| 1Y | +58.8% | -47.0% | +105.8% | +66.8% |
| 3Y | +71.1% | +40.9% | +30.3% | +59.5% |
| 5Y | +76.3% | -45.4% | +121.7% | +76.4% |
| 10Y | +153.4% | +95.9% | +57.5% | +127.4% |
| All | +2,473.3% | +1,005.9% | +1,467.4% | +1,743.8% |
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 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