+352.7%
FERG vs PCG
-76.0%
+428.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.3% | +2.9% | -1.3% |
| 7D | +0.9% | +6.5% | -5.6% | +0.8% |
| 30D | -15.1% | -16.7% | +1.7% | -14.9% |
| 3M | -4.8% | -14.2% | +9.3% | -4.7% |
| 6M | -2.5% | -21.5% | +19.0% | -2.2% |
| YTD | +1.8% | -11.2% | +13.0% | +1.9% |
| 1Y | -0.3% | -4.2% | +3.9% | -0.3% |
| 3Y | +52.9% | -14.9% | +67.8% | +53.2% |
| 5Y | +69.3% | +54.2% | +15.0% | +70.2% |
| 10Y | +352.7% | -75.3% | +428.0% | +368.6% |
| All | +352.7% | -76.0% | +428.7% | +368.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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