+3,280.3%
PEP vs FDX
+4,173.5%
-893.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +4.0% | +0.9% |
| 7D | +6.7% | +2.9% | +3.7% | +6.1% |
| 30D | +13.5% | +9.6% | +3.9% | +11.6% |
| 3M | +3.9% | +2.4% | +1.6% | +3.4% |
| 6M | -6.0% | +9.2% | -15.2% | -7.8% |
| YTD | +2.5% | +37.7% | -35.2% | -4.0% |
| 1Y | +3.9% | +56.1% | -52.2% | -4.9% |
| 3Y | -4.7% | +68.9% | -73.6% | -15.7% |
| 5Y | +1.1% | +79.0% | -77.9% | -13.7% |
| 10Y | +83.8% | +163.9% | -80.1% | +38.6% |
| All | +3,280.3% | +4,173.5% | -893.2% | +1,094.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling