+1,315.5%
FERG vs PNC
+621.4%
+694.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.4% | -1.2% |
| 7D | +0.9% | -0.7% | +1.6% | +1.0% |
| 30D | -15.1% | -4.4% | -10.7% | -14.4% |
| 3M | -4.8% | +4.5% | -9.3% | -5.6% |
| 6M | -2.5% | +19.1% | -21.5% | -5.3% |
| YTD | +1.8% | +18.0% | -16.2% | -1.0% |
| 1Y | -0.3% | +24.1% | -24.4% | -4.0% |
| 3Y | +52.9% | +130.0% | -77.1% | +35.2% |
| 5Y | +69.3% | +50.4% | +18.9% | +56.1% |
| 10Y | +352.7% | +271.3% | +81.4% | +295.0% |
| All | +1,315.5% | +621.4% | +694.1% | +1,116.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 all: compounded portfolio wealth divided by compounded PNC 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…
all analysis · Full analysis span regression · 6 months rolling