+71.5%
FERG vs PL
+82.7%
-11.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.3% | +3.6% | +2.4% |
| 7D | 0.0% | -9.3% | +9.3% | +0.8% |
| 30D | -10.2% | -18.9% | +8.7% | -8.6% |
| 3M | -0.6% | -58.4% | +57.8% | +6.5% |
| 6M | -6.5% | -30.3% | +23.8% | -5.8% |
| YTD | +4.2% | -8.1% | +12.3% | +1.6% |
| 1Y | -2.3% | +180.5% | -182.8% | -16.8% |
| 3Y | +48.5% | +444.1% | -395.7% | +9.3% |
| All | +71.5% | +82.7% | -11.1% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling