+421.0%
FERG vs PAAS
+207.5%
+213.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.1% | +0.5% | -3.4% |
| 7D | +8.2% | -7.0% | +15.2% | +8.7% |
| 30D | +14.4% | -15.3% | +29.7% | +15.6% |
| 3M | +4.3% | -27.7% | +32.1% | +6.4% |
| 6M | +7.9% | -40.5% | +48.3% | +11.2% |
| YTD | +16.3% | -26.5% | +42.8% | +17.9% |
| 1Y | +2.2% | -0.8% | +3.0% | +1.7% |
| 3Y | +67.3% | +196.9% | -129.6% | +54.4% |
| 5Y | +75.3% | +49.2% | +26.2% | +63.9% |
| All | +421.0% | +207.5% | +213.5% | +400.6% |
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