-2.3%
FERG vs PAAS
+54.7%
-57.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.4% | +4.7% | +2.5% |
| 7D | 0.0% | -2.9% | +2.9% | +0.2% |
| 30D | -10.2% | +6.8% | -17.0% | -10.9% |
| 3M | -0.6% | -2.9% | +2.3% | -0.7% |
| 6M | -6.5% | -16.4% | +9.9% | -6.2% |
| YTD | +4.2% | 0.0% | +4.2% | +4.8% |
| 1Y | -2.3% | +54.3% | -56.6% | -4.4% |
| All | -2.3% | +54.7% | -57.0% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 1y: compounded portfolio wealth divided by compounded PAAS 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…
1y analysis · Full analysis span regression · 6 months rolling