+7.1%
FERG vs PAAS
-2.8%
+9.9%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | +9.7% | -8.9% | +18.7% | +11.0% |
| 30D | +15.0% | -11.4% | +26.5% | +16.5% |
| 3M | +3.8% | -20.4% | +24.2% | +6.0% |
| 6M | +10.6% | -40.7% | +51.3% | +16.3% |
| YTD | +17.0% | -26.9% | +43.9% | +22.2% |
| 1Y | +7.1% | -3.1% | +10.2% | +15.0% |
| All | +7.1% | -2.8% | +9.9% | +15.0% |
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