+1,382.0%
FERG vs PCG
-60.0%
+1,442.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.1% | -0.8% |
| 7D | -2.1% | -1.6% | -0.5% | -2.1% |
| 30D | +8.7% | +1.4% | +7.3% | +8.6% |
| 3M | -7.4% | -23.4% | +16.0% | -7.1% |
| 6M | -6.6% | -19.4% | +12.7% | -6.4% |
| YTD | +6.6% | -18.5% | +25.1% | +6.9% |
| 1Y | -3.6% | -19.5% | +16.0% | -3.3% |
| 3Y | +56.4% | -21.0% | +77.4% | +56.8% |
| 5Y | +67.5% | +13.7% | +53.8% | +67.9% |
| 10Y | +434.6% | -77.2% | +511.7% | +453.1% |
| All | +1,382.0% | -60.0% | +1,442.0% | +1,415.2% |
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 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