+67.5%
FERG vs PFG
+108.9%
-41.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.4% |
| 7D | -1.0% | -3.0% | +2.0% | +0.4% |
| 30D | -11.8% | +2.5% | -14.3% | -13.0% |
| 3M | -1.2% | +6.1% | -7.3% | -4.4% |
| 6M | -2.3% | +31.3% | -33.6% | -15.0% |
| YTD | +0.8% | +33.6% | -32.8% | -13.2% |
| 1Y | +0.5% | +48.5% | -48.0% | -18.4% |
| 3Y | +51.4% | +69.6% | -18.2% | +13.4% |
| 5Y | +67.5% | +111.5% | -44.0% | +12.2% |
| All | +67.5% | +108.9% | -41.4% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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