+1,526.4%
FERG vs PFG
+693.8%
+832.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | +9.7% | +2.4% | +7.4% | +9.4% |
| 30D | +15.0% | +5.9% | +9.2% | +14.2% |
| 3M | +3.8% | -0.4% | +4.2% | +3.8% |
| 6M | +10.6% | +14.8% | -4.2% | +8.3% |
| YTD | +17.0% | +31.9% | -14.9% | +12.2% |
| 1Y | +7.1% | +38.8% | -31.7% | +1.9% |
| 3Y | +67.7% | +82.4% | -14.6% | +54.1% |
| 5Y | +76.4% | +94.7% | -18.3% | +61.6% |
| 10Y | +424.2% | +187.0% | +237.3% | +365.2% |
| All | +1,526.4% | +693.8% | +832.6% | +1,367.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling