-3.6%
FERG vs PENG
+88.9%
-92.5%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +12.4% | -13.2% | -1.6% |
| 7D | -2.1% | -19.4% | +17.4% | -1.0% |
| 30D | +8.7% | -42.4% | +51.1% | +11.9% |
| 3M | -7.4% | -25.6% | +18.2% | -7.0% |
| 6M | -6.6% | +7.3% | -13.9% | -13.4% |
| YTD | +6.6% | +113.9% | -107.3% | -17.2% |
| 1Y | -3.6% | +93.6% | -97.1% | -23.0% |
| All | -3.6% | +88.9% | -92.5% | -23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling