+131.2%
FDX vs PENG
+597.2%
-466.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +12.4% | -15.1% | -4.6% |
| 7D | -1.6% | -19.4% | +17.8% | +0.8% |
| 30D | +6.6% | -42.4% | +49.0% | +14.2% |
| 3M | -2.1% | -25.6% | +23.6% | -0.1% |
| 6M | +2.2% | +7.3% | -5.1% | -5.9% |
| YTD | +33.9% | +113.9% | -79.9% | +7.4% |
| 1Y | +50.2% | +93.6% | -43.3% | +22.2% |
| 3Y | +65.5% | +170.2% | -104.7% | +19.6% |
| 5Y | +74.1% | +44.2% | +29.9% | +32.8% |
| All | +131.2% | +597.2% | -466.0% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling