+70.3%
FERG vs PR
+86.9%
-16.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | +7.2% | -9.5% | +16.7% | +9.0% |
| 30D | +17.9% | -5.7% | +23.6% | +18.8% |
| 3M | -1.3% | +3.0% | -4.3% | -2.6% |
| 6M | +8.3% | +11.8% | -3.5% | +4.3% |
| YTD | +18.3% | +58.5% | -40.1% | +2.4% |
| 1Y | +4.7% | +69.9% | -65.2% | -11.3% |
| 3Y | +70.3% | +84.9% | -14.6% | +36.8% |
| All | +70.3% | +86.9% | -16.6% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling