+78.0%
FERG vs PFGC
+138.1%
-60.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.2% |
| 7D | +9.7% | +3.4% | +6.3% | +8.6% |
| 30D | +15.0% | +16.9% | -1.9% | +8.9% |
| 3M | +3.8% | +6.4% | -2.7% | +1.3% |
| 6M | +10.6% | +16.0% | -5.4% | +4.4% |
| YTD | +17.0% | +23.6% | -6.7% | +7.2% |
| 1Y | +7.1% | +16.6% | -9.5% | +0.1% |
| 3Y | +67.7% | +82.3% | -14.5% | +32.3% |
| All | +78.0% | +138.1% | -60.1% | +29.0% |
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