+2.2%
FERG vs PCG
-20.7%
+22.9%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.5% |
| 7D | +8.2% | -2.0% | +10.1% | +8.4% |
| 30D | +14.4% | -2.7% | +17.1% | +14.8% |
| 3M | +4.3% | -25.1% | +29.4% | +8.4% |
| 6M | +7.9% | -22.3% | +30.2% | +10.6% |
| YTD | +16.3% | -18.5% | +34.7% | +18.4% |
| 1Y | +2.2% | -21.8% | +24.1% | +4.0% |
| All | +2.2% | -20.7% | +22.9% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling