+358.9%
FERG vs PPL
+55.2%
+303.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +3.4% | +1.8% | +1.6% | +3.1% |
| 30D | -11.5% | -1.1% | -10.4% | -11.4% |
| 3M | +1.3% | 0.0% | +1.2% | +1.2% |
| 6M | -1.0% | -7.6% | +6.6% | 0.0% |
| YTD | +3.2% | +1.7% | +1.5% | +2.8% |
| 1Y | -3.0% | +1.5% | -4.5% | -3.3% |
| 3Y | +55.0% | +55.3% | -0.2% | +45.0% |
| 5Y | +72.6% | +37.7% | +34.9% | +63.6% |
| 10Y | +358.9% | +54.0% | +305.0% | +329.4% |
| All | +358.9% | +55.2% | +303.8% | +329.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling