+123.4%
FERG vs PL
+45.6%
+77.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | +7.2% | +5.6% | +1.6% | +6.6% |
| 30D | +17.9% | -16.9% | +34.8% | +19.5% |
| 3M | -1.3% | -38.2% | +36.9% | +2.5% |
| 6M | +8.3% | -63.4% | +71.8% | +16.6% |
| YTD | +18.3% | -27.6% | +46.0% | +17.4% |
| 1Y | +4.7% | +6.6% | -1.9% | -0.9% |
| 3Y | +70.3% | +557.6% | -487.3% | +21.7% |
| 5Y | +84.6% | +39.5% | +45.1% | +44.3% |
| All | +123.4% | +45.6% | +77.8% | +72.6% |
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