+56.4%
FERG vs PCG
-21.6%
+78.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.1% | -0.5% |
| 7D | -2.1% | -1.6% | -0.5% | -1.8% |
| 30D | +8.7% | +1.4% | +7.3% | +8.4% |
| 3M | -7.4% | -23.4% | +16.0% | -3.5% |
| 6M | -6.6% | -19.4% | +12.7% | -4.0% |
| YTD | +6.6% | -18.5% | +25.1% | +9.4% |
| 1Y | -3.6% | -19.5% | +16.0% | -0.8% |
| 3Y | +56.4% | -21.0% | +77.4% | +58.9% |
| All | +56.4% | -21.6% | +78.0% | +58.9% |
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