+1,315.5%
FERG vs PBR
+73.4%
+1,242.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.8% | -1.4% |
| 7D | +0.9% | +0.3% | +0.6% | +0.9% |
| 30D | -15.1% | +17.5% | -32.6% | -15.4% |
| 3M | -4.8% | +20.9% | -25.7% | -5.3% |
| 6M | -2.5% | +20.2% | -22.7% | -3.0% |
| YTD | +1.8% | +84.3% | -82.5% | 0.0% |
| 1Y | -0.3% | +77.1% | -77.4% | -2.0% |
| 3Y | +52.9% | +100.8% | -47.9% | +49.8% |
| 5Y | +69.3% | +556.1% | -486.8% | +62.9% |
| 10Y | +352.7% | +676.1% | -323.4% | +336.9% |
| All | +1,315.5% | +73.4% | +1,242.1% | +1,266.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling