+1,382.0%
FERG vs PPL
+154.1%
+1,227.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | -0.8% |
| 7D | -2.1% | +0.4% | -2.5% | -2.1% |
| 30D | +8.7% | +5.4% | +3.2% | +8.1% |
| 3M | -7.4% | +4.3% | -11.7% | -7.9% |
| 6M | -6.6% | -1.3% | -5.3% | -6.5% |
| YTD | +6.6% | +4.7% | +1.9% | +6.0% |
| 1Y | -3.6% | +1.3% | -4.8% | -3.8% |
| 3Y | +56.4% | +57.2% | -0.8% | +49.1% |
| 5Y | +67.5% | +48.2% | +19.3% | +60.5% |
| 10Y | +434.6% | +62.7% | +371.8% | +405.8% |
| All | +1,382.0% | +154.1% | +1,227.9% | +1,430.7% |
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