+3.3%
PEP vs FDX
+77.5%
-74.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +4.0% | +0.6% |
| 7D | +6.7% | +2.9% | +3.7% | +6.3% |
| 30D | +13.5% | +9.6% | +3.9% | +12.5% |
| 3M | +3.9% | +2.4% | +1.6% | +3.6% |
| 6M | -6.0% | +9.2% | -15.2% | -7.0% |
| YTD | +2.5% | +37.7% | -35.2% | -0.9% |
| 1Y | +3.9% | +56.1% | -52.2% | -0.7% |
| 3Y | -4.7% | +68.9% | -73.6% | -10.6% |
| All | +3.3% | +77.5% | -74.1% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling