+75.3%
FERG vs PENG
+66.2%
+9.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.4% | -3.9% |
| 7D | +8.2% | +34.6% | -26.4% | +3.3% |
| 30D | +14.4% | -35.9% | +50.3% | +20.6% |
| 3M | +4.3% | -14.7% | +19.0% | +4.3% |
| 6M | +7.9% | +13.5% | -5.7% | -1.6% |
| YTD | +16.3% | +156.1% | -139.9% | -11.4% |
| 1Y | +2.2% | +141.3% | -139.1% | -21.3% |
| 3Y | +67.3% | +223.4% | -156.1% | +14.4% |
| 5Y | +75.3% | +67.4% | +7.9% | +20.4% |
| All | +75.3% | +66.2% | +9.2% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling