+1,348.4%
FERG vs PFG
+715.7%
+632.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.5% | +3.9% | +2.5% |
| 7D | 0.0% | +5.5% | -5.6% | -0.9% |
| 30D | -10.2% | +2.4% | -12.5% | -10.5% |
| 3M | -0.6% | +13.6% | -14.2% | -2.6% |
| 6M | -6.5% | +27.9% | -34.4% | -10.0% |
| YTD | +4.2% | +35.6% | -31.4% | -0.5% |
| 1Y | -2.3% | +48.5% | -50.7% | -8.0% |
| 3Y | +48.5% | +66.9% | -18.4% | +37.6% |
| 5Y | +72.0% | +111.0% | -38.9% | +56.3% |
| 10Y | +369.9% | +244.5% | +125.4% | +311.8% |
| All | +1,348.4% | +715.7% | +632.8% | +1,201.1% |
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