+430.3%
FERG vs PAAS
+168.2%
+262.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.8% | +5.6% | +0.2% |
| 7D | +7.2% | +4.2% | +3.0% | +6.9% |
| 30D | +17.9% | -13.8% | +31.7% | +19.0% |
| 3M | -1.3% | -22.7% | +21.4% | +0.2% |
| 6M | +8.3% | -32.1% | +40.4% | +10.6% |
| YTD | +18.3% | -22.3% | +40.6% | +19.5% |
| 1Y | +4.7% | +7.7% | -3.0% | +3.5% |
| 3Y | +70.3% | +214.0% | -143.7% | +56.6% |
| 5Y | +84.6% | +63.2% | +21.4% | +71.9% |
| 10Y | +430.3% | +185.5% | +244.8% | +405.9% |
| All | +430.3% | +168.2% | +262.1% | +405.9% |
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