+3.1%
FERG vs PNR
-31.2%
+34.2%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.3% | -0.6% | +1.6% |
| 7D | +7.7% | +11.9% | -4.2% | +3.6% |
| 30D | +11.5% | +37.1% | -25.7% | -0.5% |
| 3M | -2.4% | +5.7% | -8.1% | -3.6% |
| 6M | -4.0% | -5.7% | +1.7% | -1.2% |
| YTD | +13.4% | -29.8% | +43.2% | +31.0% |
| 1Y | +3.1% | -31.8% | +34.9% | +22.6% |
| All | +3.1% | -31.2% | +34.2% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling