+67.7%
FERG vs PENG
+209.7%
-142.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.5% | +6.1% | +1.3% |
| 7D | +9.7% | +13.2% | -3.5% | +8.0% |
| 30D | +15.0% | -29.9% | +45.0% | +19.0% |
| 3M | +3.8% | -22.2% | +26.0% | +4.8% |
| 6M | +10.6% | -1.9% | +12.5% | +3.9% |
| YTD | +17.0% | +142.1% | -125.2% | -10.0% |
| 1Y | +7.1% | +151.5% | -144.4% | -18.3% |
| 3Y | +67.7% | +206.9% | -139.2% | +20.7% |
| All | +67.7% | +209.7% | -142.0% | +20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling