+76.6%
PEP vs FDX
+178.0%
-101.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +1.0% |
| 7D | +0.1% | -3.3% | +3.4% | +0.6% |
| 30D | +0.7% | -1.4% | +2.0% | +0.8% |
| 3M | -0.5% | -4.5% | +4.0% | +0.1% |
| 6M | -11.3% | +9.4% | -20.7% | -13.0% |
| YTD | -0.6% | +36.0% | -36.6% | -6.1% |
| 1Y | +1.7% | +75.5% | -73.9% | -8.2% |
| 3Y | -12.5% | +62.8% | -75.3% | -21.6% |
| 5Y | +3.9% | +64.4% | -60.5% | -8.9% |
| 10Y | +76.6% | +175.5% | -98.9% | +23.2% |
| All | +76.6% | +178.0% | -101.4% | +23.2% |
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