+1,348.4%
FERG vs PCG
-56.1%
+1,404.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.1% | +2.3% |
| 7D | 0.0% | -13.9% | +13.8% | +0.2% |
| 30D | -10.2% | -16.9% | +6.7% | -10.0% |
| 3M | -0.6% | -14.7% | +14.2% | -0.4% |
| 6M | -6.5% | -23.8% | +17.3% | -6.2% |
| YTD | +4.2% | -10.5% | +14.7% | +4.3% |
| 1Y | -2.3% | -5.1% | +2.9% | -2.2% |
| 3Y | +48.5% | -11.6% | +60.1% | +48.7% |
| 5Y | +72.0% | +59.0% | +13.0% | +72.8% |
| 10Y | +369.9% | -75.7% | +445.6% | +385.9% |
| All | +1,348.4% | -56.1% | +1,404.5% | +1,378.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling