-2.3%
FERG vs PCOR
-14.7%
+12.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.3% | +6.6% | +2.6% |
| 7D | 0.0% | -9.0% | +8.9% | +0.5% |
| 30D | -10.2% | +4.2% | -14.3% | -10.4% |
| 3M | -0.6% | +14.4% | -15.0% | -1.1% |
| 6M | -6.5% | +0.2% | -6.7% | -6.1% |
| YTD | +4.2% | -20.3% | +24.4% | +10.0% |
| 1Y | -2.3% | -16.1% | +13.9% | +0.7% |
| All | -2.3% | -14.7% | +12.4% | +0.7% |
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