+1,315.5%
FERG vs PNR
+246.6%
+1,068.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.9% |
| 7D | +0.9% | -3.9% | +4.8% | +1.8% |
| 30D | -15.1% | -13.8% | -1.3% | -12.2% |
| 3M | -4.8% | -22.5% | +17.7% | +0.5% |
| 6M | -2.5% | -37.2% | +34.7% | +7.8% |
| YTD | +1.8% | -44.2% | +46.0% | +15.3% |
| 1Y | -0.3% | -46.6% | +46.3% | +14.1% |
| 3Y | +52.9% | -12.5% | +65.4% | +59.5% |
| 5Y | +69.3% | -19.3% | +88.6% | +73.3% |
| 10Y | +352.7% | +67.5% | +285.2% | +332.5% |
| All | +1,315.5% | +246.6% | +1,068.9% | +1,272.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling