+127.8%
FERG vs PL
+46.3%
+81.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.9% |
| 7D | +6.4% | +13.4% | -6.9% | +5.2% |
| 30D | +19.9% | -10.2% | +30.1% | +20.8% |
| 3M | +5.6% | -39.5% | +45.1% | +9.8% |
| 6M | +9.2% | -65.7% | +75.0% | +18.3% |
| YTD | +20.6% | -27.3% | +47.9% | +19.6% |
| 1Y | +5.7% | +15.0% | -9.3% | -0.7% |
| 3Y | +73.6% | +560.8% | -487.2% | +24.0% |
| 5Y | +86.2% | +38.4% | +47.8% | +46.1% |
| All | +127.8% | +46.3% | +81.5% | +75.9% |
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