+80.3%
PEP vs FDX
+160.0%
-79.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | -0.2% |
| 7D | +1.0% | +0.2% | +0.9% | +1.0% |
| 30D | +12.6% | +9.3% | +3.3% | +10.9% |
| 3M | +3.1% | +0.5% | +2.7% | +3.0% |
| 6M | -6.3% | +5.3% | -11.6% | -7.4% |
| YTD | +1.9% | +38.6% | -36.7% | -4.1% |
| 1Y | +3.3% | +53.5% | -50.3% | -4.5% |
| 3Y | -4.8% | +74.2% | -79.1% | -15.7% |
| 5Y | +2.0% | +75.3% | -73.2% | -11.5% |
| 10Y | +80.3% | +156.3% | -75.9% | +40.6% |
| All | +80.3% | +160.0% | -79.7% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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