+71.5%
FERG vs PAAS
+113.1%
-41.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.4% | +4.7% | +2.6% |
| 7D | 0.0% | -2.9% | +2.9% | +0.3% |
| 30D | -10.2% | +6.8% | -17.0% | -11.1% |
| 3M | -0.6% | -2.9% | +2.3% | -0.7% |
| 6M | -6.5% | -16.4% | +9.9% | -5.3% |
| YTD | +4.2% | 0.0% | +4.2% | +2.9% |
| 1Y | -2.3% | +54.3% | -56.6% | -9.0% |
| 3Y | +48.5% | +230.7% | -182.2% | +20.9% |
| All | +71.5% | +113.1% | -41.5% | +39.7% |
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