+65.0%
FERG vs PAAS
+71.7%
-6.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.0% |
| 7D | -2.1% | +8.4% | -10.5% | -3.0% |
| 30D | +8.7% | -7.2% | +15.8% | +9.5% |
| 3M | -7.4% | -14.0% | +6.6% | -6.2% |
| 6M | -6.6% | -26.8% | +20.1% | -3.9% |
| YTD | +6.6% | -19.8% | +26.4% | +7.9% |
| 1Y | -3.6% | +22.8% | -26.4% | -7.8% |
| 3Y | +56.4% | +183.6% | -127.2% | +28.6% |
| All | +65.0% | +71.7% | -6.7% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling