+373.7%
FERG vs PENG
+661.7%
-287.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +9.3% | +2.0% | +10.3% |
| 7D | +7.3% | -3.8% | +11.1% | +7.3% |
| 30D | +18.1% | -40.1% | +58.2% | +23.3% |
| 3M | +1.6% | -21.8% | +23.4% | +2.6% |
| 6M | +8.5% | +3.3% | +5.2% | +4.1% |
| YTD | +18.6% | +133.6% | -115.1% | +2.6% |
| 1Y | +5.7% | +110.7% | -105.0% | -7.6% |
| 3Y | +74.0% | +204.3% | -130.3% | +43.4% |
| 5Y | +83.9% | +54.4% | +29.5% | +54.6% |
| All | +373.7% | +661.7% | -287.9% | +279.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling