+1,348.4%
FERG vs PAAS
+169.5%
+1,178.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.4% | +4.7% | +2.4% |
| 7D | 0.0% | -2.9% | +2.9% | +0.1% |
| 30D | -10.2% | +6.8% | -17.0% | -10.5% |
| 3M | -0.6% | -2.9% | +2.3% | -0.6% |
| 6M | -6.5% | -16.4% | +9.9% | -6.2% |
| YTD | +4.2% | 0.0% | +4.2% | +3.9% |
| 1Y | -2.3% | +54.3% | -56.6% | -4.0% |
| 3Y | +48.5% | +230.7% | -182.2% | +42.0% |
| 5Y | +72.0% | +111.6% | -39.6% | +64.5% |
| 10Y | +369.9% | +211.7% | +158.2% | +356.7% |
| All | +1,348.4% | +169.5% | +1,178.9% | +1,403.2% |
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