+123.8%
FERG vs PL
+46.6%
+77.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +14.5% | -3.3% | +9.9% |
| 7D | +7.3% | +10.9% | -3.5% | +6.2% |
| 30D | +18.1% | -16.4% | +34.5% | +19.7% |
| 3M | +1.6% | -39.9% | +41.6% | +5.8% |
| 6M | +8.5% | -63.2% | +71.7% | +16.8% |
| YTD | +18.6% | -27.1% | +45.7% | +17.5% |
| 1Y | +5.7% | +12.2% | -6.5% | -0.4% |
| 3Y | +74.0% | +584.3% | -510.3% | +23.8% |
| 5Y | +83.9% | +37.0% | +46.9% | +44.8% |
| All | +123.8% | +46.6% | +77.2% | +72.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling