+424.2%
FERG vs PCG
-76.0%
+500.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.5% | +0.6% |
| 7D | +9.7% | +2.2% | +7.6% | +9.7% |
| 30D | +15.0% | +0.8% | +14.3% | +15.0% |
| 3M | +3.8% | -23.8% | +27.6% | +4.1% |
| 6M | +10.6% | -19.6% | +30.2% | +10.9% |
| YTD | +17.0% | -16.7% | +33.7% | +17.3% |
| 1Y | +7.1% | -19.4% | +26.5% | +7.4% |
| 3Y | +67.7% | -18.3% | +86.1% | +68.2% |
| 5Y | +76.4% | +10.4% | +66.0% | +76.8% |
| All | +424.2% | -76.0% | +500.2% | +445.6% |
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