+85.3%
FERG vs PCOR
-30.9%
+116.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.3% | +6.6% | +3.2% |
| 7D | 0.0% | -9.0% | +8.9% | +1.8% |
| 30D | -10.2% | +4.2% | -14.3% | -11.1% |
| 3M | -0.6% | +14.4% | -15.0% | -3.9% |
| 6M | -6.5% | +0.2% | -6.7% | -8.1% |
| YTD | +4.2% | -20.3% | +24.4% | +7.3% |
| 1Y | -2.3% | -16.1% | +13.9% | -0.8% |
| 3Y | +48.5% | -14.7% | +63.2% | +46.8% |
| 5Y | +72.0% | -43.2% | +115.2% | +66.5% |
| All | +85.3% | -30.9% | +116.2% | +81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling