+1,348.4%
FERG vs PPL
+147.1%
+1,201.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | 0.0% | +2.7% | -2.7% | -0.3% |
| 30D | -10.2% | +0.5% | -10.6% | -10.2% |
| 3M | -0.6% | +0.7% | -1.2% | -0.7% |
| 6M | -6.5% | -7.6% | +1.1% | -5.8% |
| YTD | +4.2% | +1.8% | +2.4% | +3.9% |
| 1Y | -2.3% | -0.8% | -1.5% | -2.3% |
| 3Y | +48.5% | +56.9% | -8.4% | +41.6% |
| 5Y | +72.0% | +39.5% | +32.5% | +65.6% |
| 10Y | +369.9% | +55.4% | +314.5% | +346.0% |
| All | +1,348.4% | +147.1% | +1,201.3% | +1,400.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling