+55.0%
FERG vs PAAS
+247.3%
-192.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.9% |
| 7D | +3.4% | +2.0% | +1.4% | +3.2% |
| 30D | -11.5% | -0.1% | -11.4% | -11.6% |
| 3M | +1.3% | +8.2% | -7.0% | +0.1% |
| 6M | -1.0% | -13.8% | +12.8% | -0.2% |
| YTD | +3.2% | -0.6% | +3.9% | +2.4% |
| 1Y | -3.0% | +44.0% | -47.0% | -7.8% |
| 3Y | +55.0% | +246.6% | -191.6% | +28.1% |
| All | +55.0% | +247.3% | -192.2% | +28.1% |
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