+1,382.0%
FERG vs PAAS
+116.1%
+1,265.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -0.9% |
| 7D | -2.1% | +8.4% | -10.5% | -2.4% |
| 30D | +8.7% | -7.2% | +15.8% | +8.9% |
| 3M | -7.4% | -14.0% | +6.6% | -7.0% |
| 6M | -6.6% | -26.8% | +20.1% | -5.8% |
| YTD | +6.6% | -19.8% | +26.4% | +7.1% |
| 1Y | -3.6% | +22.8% | -26.4% | -4.5% |
| 3Y | +56.4% | +183.6% | -127.2% | +50.5% |
| 5Y | +67.5% | +73.8% | -6.3% | +61.4% |
| 10Y | +434.6% | +185.6% | +249.0% | +423.8% |
| All | +1,382.0% | +116.1% | +1,265.8% | +1,449.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling