+352.7%
FERG vs PAAS
+218.1%
+134.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.7% | -5.1% | -1.6% |
| 7D | +0.9% | +2.6% | -1.7% | +0.7% |
| 30D | -15.1% | +2.5% | -17.5% | -15.3% |
| 3M | -4.8% | +15.1% | -19.9% | -5.8% |
| 6M | -2.5% | -12.1% | +9.6% | -2.1% |
| YTD | +1.8% | +3.1% | -1.3% | +1.1% |
| 1Y | -0.3% | +50.8% | -51.2% | -3.4% |
| 3Y | +52.9% | +259.5% | -206.6% | +40.0% |
| 5Y | +69.3% | +126.3% | -57.0% | +55.7% |
| 10Y | +352.7% | +239.7% | +112.9% | +329.5% |
| All | +352.7% | +218.1% | +134.5% | +329.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling