+351.3%
FERG vs PBR
+697.0%
-345.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.6% | +0.7% |
| 7D | -2.6% | +5.4% | -7.9% | -2.7% |
| 30D | -8.9% | +22.9% | -31.8% | -9.4% |
| 3M | -2.0% | +19.6% | -21.7% | -2.6% |
| 6M | -3.2% | +16.5% | -19.7% | -3.7% |
| YTD | +1.5% | +86.7% | -85.2% | -0.6% |
| 1Y | +0.5% | +74.7% | -74.2% | -1.4% |
| 3Y | +50.4% | +102.6% | -52.2% | +47.0% |
| 5Y | +68.7% | +566.6% | -497.9% | +64.2% |
| All | +351.3% | +697.0% | -345.6% | +359.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 10y: compounded portfolio wealth divided by compounded PBR 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…
10y analysis · Full analysis span regression · 6 months rolling