+73.0%
FERG vs PL
+560.8%
-487.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.9% |
| 7D | +6.4% | +13.4% | -6.9% | +5.3% |
| 30D | +19.9% | -10.2% | +30.1% | +20.6% |
| 3M | +5.6% | -39.5% | +45.1% | +9.2% |
| 6M | +9.2% | -65.7% | +75.0% | +17.0% |
| YTD | +20.6% | -27.3% | +47.9% | +19.6% |
| 1Y | +5.7% | +15.0% | -9.3% | -0.1% |
| All | +73.0% | +560.8% | -487.8% | +26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling