+141.0%
FDX vs PENG
+762.7%
-621.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.4% | -7.0% | -1.6% |
| 7D | -2.5% | +4.5% | -7.1% | -3.3% |
| 30D | +3.8% | -7.1% | +10.9% | +4.7% |
| 3M | -1.3% | -27.3% | +26.0% | +0.9% |
| 6M | +5.0% | +169.6% | -164.6% | -16.3% |
| YTD | +39.6% | +164.6% | -125.0% | +11.0% |
| 1Y | +81.1% | +109.5% | -28.3% | +48.9% |
| 3Y | +63.0% | +98.9% | -35.9% | +25.1% |
| 5Y | +65.6% | +116.3% | -50.6% | +20.3% |
| All | +141.0% | +762.7% | -621.6% | +46.4% |
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