+65.0%
FERG vs PR
+225.0%
-160.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.1% |
| 7D | -2.1% | -16.4% | +14.3% | +0.3% |
| 30D | +8.7% | -1.9% | +10.6% | +8.8% |
| 3M | -7.4% | +8.0% | -15.4% | -8.8% |
| 6M | -6.6% | +4.1% | -10.7% | -7.9% |
| YTD | +6.6% | +58.7% | -52.1% | -2.3% |
| 1Y | -3.6% | +75.8% | -79.4% | -13.2% |
| 3Y | +56.4% | +73.2% | -16.8% | +39.1% |
| All | +65.0% | +225.0% | -160.0% | +33.2% |
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