+94.9%
FERG vs PL
+81.7%
+13.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.8% |
| 7D | +3.4% | -7.5% | +10.9% | +4.0% |
| 30D | -11.5% | -25.6% | +14.1% | -9.3% |
| 3M | +1.3% | -45.6% | +46.9% | +6.3% |
| 6M | -1.0% | -29.5% | +28.6% | -0.3% |
| YTD | +3.2% | -9.7% | +12.9% | +0.8% |
| 1Y | -3.0% | +84.4% | -87.3% | -12.8% |
| 3Y | +55.0% | +550.0% | -495.0% | +11.8% |
| 5Y | +72.6% | +79.0% | -6.3% | +31.5% |
| All | +94.9% | +81.7% | +13.1% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling