+56.9%
FERG vs PCG
-12.4%
+69.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.1% | +1.9% |
| 7D | 0.0% | -13.9% | +13.8% | +2.2% |
| 30D | -10.2% | -16.9% | +6.7% | -7.7% |
| 3M | -0.6% | -14.7% | +14.2% | +1.5% |
| 6M | -6.5% | -23.8% | +17.3% | -2.4% |
| YTD | +4.2% | -10.5% | +14.7% | +5.2% |
| 1Y | -2.3% | -5.1% | +2.9% | -2.5% |
| All | +56.9% | -12.4% | +69.2% | +55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling