+69.3%
FERG vs PFGC
+111.7%
-42.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.0% |
| 7D | +0.9% | -3.7% | +4.6% | +2.1% |
| 30D | -15.1% | -16.0% | +0.9% | -10.2% |
| 3M | -4.8% | -4.1% | -0.7% | -3.9% |
| 6M | -2.5% | +8.7% | -11.2% | -5.8% |
| YTD | +1.8% | +6.4% | -4.5% | -1.4% |
| 1Y | -0.3% | -8.4% | +8.1% | +1.2% |
| 3Y | +52.9% | +61.8% | -8.8% | +27.4% |
| 5Y | +69.3% | +108.7% | -39.4% | +30.6% |
| All | +69.3% | +111.7% | -42.4% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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