+3,159.9%
PEP vs FDX
+4,233.7%
-1,073.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -1.4% | -2.5% | +1.1% | -0.9% |
| 30D | +0.2% | +3.8% | -3.6% | -0.5% |
| 3M | -1.1% | -1.3% | +0.2% | -1.1% |
| 6M | -13.5% | +5.0% | -18.5% | -14.7% |
| YTD | -1.2% | +39.6% | -40.8% | -7.6% |
| 1Y | -1.6% | +81.1% | -82.7% | -12.4% |
| 3Y | -12.5% | +63.0% | -75.6% | -22.2% |
| 5Y | +3.0% | +65.6% | -62.6% | -10.8% |
| 10Y | +73.9% | +183.4% | -109.4% | +29.4% |
| All | +3,159.9% | +4,233.7% | -1,073.7% | +1,049.9% |
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