+137.7%
FDX vs PENG
+520.3%
-382.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -23.0% | +19.2% | -0.3% |
| 7D | +2.9% | -36.7% | +39.6% | +9.4% |
| 30D | +9.6% | -42.0% | +51.6% | +17.3% |
| 3M | +2.4% | -33.2% | +35.6% | +6.3% |
| 6M | +9.2% | +2.1% | +7.1% | +1.3% |
| YTD | +37.7% | +90.3% | -52.6% | +12.6% |
| 1Y | +56.1% | +67.7% | -11.5% | +30.2% |
| 3Y | +68.9% | +154.2% | -85.3% | +23.1% |
| 5Y | +79.0% | +28.3% | +50.7% | +39.3% |
| All | +137.7% | +520.3% | -382.6% | +48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling