+1,577.3%
FERG vs PAAS
+106.5%
+1,470.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.3% | +2.0% |
| 7D | +6.4% | -5.2% | +11.6% | +6.6% |
| 30D | +19.9% | -13.9% | +33.9% | +20.6% |
| 3M | +5.6% | -23.8% | +29.3% | +6.5% |
| 6M | +9.2% | -36.4% | +45.7% | +10.8% |
| YTD | +20.6% | -23.4% | +44.0% | +21.4% |
| 1Y | +5.7% | +5.6% | 0.0% | +5.2% |
| 3Y | +73.6% | +209.7% | -136.1% | +66.9% |
| 5Y | +86.2% | +55.6% | +30.6% | +79.7% |
| 10Y | +440.7% | +212.2% | +228.4% | +431.4% |
| All | +1,577.3% | +106.5% | +1,470.8% | +1,656.8% |
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