+421.0%
FERG vs PR
+83.7%
+337.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.0% | -5.6% | -3.7% |
| 7D | +8.2% | +6.7% | +1.5% | +8.0% |
| 30D | +14.4% | -6.1% | +20.5% | +14.5% |
| 3M | +4.3% | +6.9% | -2.5% | +4.1% |
| 6M | +7.9% | +14.6% | -6.7% | +7.4% |
| YTD | +16.3% | +66.1% | -49.9% | +14.5% |
| 1Y | +2.2% | +77.0% | -74.8% | +0.5% |
| 3Y | +67.3% | +93.8% | -26.5% | +63.9% |
| 5Y | +75.3% | +268.2% | -192.9% | +70.8% |
| All | +421.0% | +83.7% | +337.3% | +490.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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