+86.2%
FERG vs PR
+257.5%
-171.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.8% | +1.6% |
| 7D | +6.4% | -0.5% | +6.9% | +6.5% |
| 30D | +19.9% | -4.6% | +24.5% | +20.5% |
| 3M | +5.6% | +4.7% | +0.9% | +4.4% |
| 6M | +9.2% | +12.4% | -3.2% | +6.5% |
| YTD | +20.6% | +62.9% | -42.2% | +10.1% |
| 1Y | +5.7% | +70.6% | -64.9% | -4.3% |
| 3Y | +73.6% | +90.0% | -16.4% | +52.6% |
| 5Y | +86.2% | +255.5% | -169.3% | +47.8% |
| All | +86.2% | +257.5% | -171.3% | +47.8% |
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 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