+101.3%
FERG vs PL
+28.1%
+73.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.4% | -11.2% | -1.7% |
| 7D | -2.1% | -6.8% | +4.7% | -1.6% |
| 30D | +8.7% | -29.3% | +38.0% | +11.7% |
| 3M | -7.4% | -44.8% | +37.3% | -2.9% |
| 6M | -6.6% | -68.4% | +61.7% | +1.7% |
| YTD | +6.6% | -36.4% | +42.9% | +7.0% |
| 1Y | -3.6% | +0.7% | -4.3% | -8.4% |
| 3Y | +56.4% | +455.3% | -398.9% | +13.6% |
| 5Y | +67.5% | +22.7% | +44.8% | +32.3% |
| All | +101.3% | +28.1% | +73.2% | +57.2% |
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 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