+3.1%
FERG vs PCOR
+4.0%
-1.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +19.7% | -17.0% | +1.9% |
| 7D | +7.7% | +21.8% | -14.1% | +6.8% |
| 30D | +11.5% | +39.5% | -28.1% | +10.0% |
| 3M | -2.4% | +35.2% | -37.6% | -3.5% |
| 6M | -4.0% | +21.7% | -25.7% | -4.8% |
| YTD | +13.4% | +3.9% | +9.4% | +15.2% |
| 1Y | +3.1% | +6.9% | -3.9% | +4.0% |
| All | +3.1% | +4.0% | -1.0% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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