+56.4%
FERG vs PAAS
+182.2%
-125.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.0% |
| 7D | -2.1% | +8.4% | -10.5% | -2.9% |
| 30D | +8.7% | -7.2% | +15.8% | +9.4% |
| 3M | -7.4% | -14.0% | +6.6% | -6.3% |
| 6M | -6.6% | -26.8% | +20.1% | -4.2% |
| YTD | +6.6% | -19.8% | +26.4% | +7.9% |
| 1Y | -3.6% | +22.8% | -26.4% | -6.9% |
| 3Y | +56.4% | +183.6% | -127.2% | +32.2% |
| All | +56.4% | +182.2% | -125.8% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling