+78.0%
FERG vs PR
+273.3%
-195.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.4% |
| 7D | +9.7% | +6.0% | +3.8% | +8.8% |
| 30D | +15.0% | -4.2% | +19.2% | +15.5% |
| 3M | +3.8% | +10.0% | -6.2% | +1.9% |
| 6M | +10.6% | +15.6% | -5.0% | +7.4% |
| YTD | +17.0% | +68.2% | -51.2% | +6.2% |
| 1Y | +7.1% | +79.2% | -72.1% | -3.8% |
| 3Y | +67.7% | +94.9% | -27.2% | +46.8% |
| All | +78.0% | +273.3% | -195.3% | +40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling