+430.3%
FERG vs PCG
-76.4%
+506.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | +7.2% | -0.5% | +7.7% | +7.2% |
| 30D | +17.9% | +0.8% | +17.1% | +17.9% |
| 3M | -1.3% | -22.0% | +20.8% | -1.0% |
| 6M | +8.3% | -17.1% | +25.4% | +8.6% |
| YTD | +18.3% | -16.9% | +35.2% | +18.6% |
| 1Y | +4.7% | -19.1% | +23.8% | +5.0% |
| 3Y | +70.3% | -19.4% | +89.7% | +70.7% |
| 5Y | +84.6% | +9.0% | +75.6% | +85.0% |
| 10Y | +430.3% | -76.2% | +506.5% | +451.2% |
| All | +430.3% | -76.4% | +506.7% | +451.2% |
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