+430.3%
FERG vs PR
+65.1%
+365.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.2% |
| 7D | +7.2% | -9.5% | +16.7% | +7.5% |
| 30D | +17.9% | -5.7% | +23.6% | +18.0% |
| 3M | -1.3% | +3.0% | -4.3% | -1.4% |
| 6M | +8.3% | +11.8% | -3.5% | +7.9% |
| YTD | +18.3% | +58.5% | -40.1% | +16.7% |
| 1Y | +4.7% | +69.9% | -65.2% | +3.0% |
| 3Y | +70.3% | +84.9% | -14.6% | +67.1% |
| 5Y | +84.6% | +246.4% | -161.8% | +80.0% |
| 10Y | +430.3% | +70.3% | +360.0% | +500.3% |
| All | +430.3% | +65.1% | +365.3% | +500.3% |
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