+75.3%
FERG vs PL
+33.5%
+41.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.1% | -0.6% | -3.4% |
| 7D | +8.2% | +22.3% | -14.1% | +6.2% |
| 30D | +14.4% | -8.3% | +22.7% | +15.0% |
| 3M | +4.3% | -43.3% | +47.6% | +9.2% |
| 6M | +7.9% | -65.8% | +73.7% | +16.9% |
| YTD | +16.3% | -29.5% | +45.8% | +15.6% |
| 1Y | +2.2% | +11.7% | -9.5% | -3.6% |
| 3Y | +67.3% | +540.6% | -473.3% | +20.0% |
| 5Y | +75.3% | +32.9% | +42.4% | +40.5% |
| All | +75.3% | +33.5% | +41.8% | +40.5% |
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