+71.5%
FERG vs PR
+433.6%
-362.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.6% | +3.9% | +2.5% |
| 7D | 0.0% | +2.9% | -2.9% | -0.5% |
| 30D | -10.2% | +18.0% | -28.2% | -12.4% |
| 3M | -0.6% | +16.9% | -17.4% | -3.2% |
| 6M | -6.5% | +28.2% | -34.7% | -10.7% |
| YTD | +4.2% | +69.3% | -65.2% | -4.9% |
| 1Y | -2.3% | +69.5% | -71.8% | -11.0% |
| 3Y | +48.5% | +81.7% | -33.2% | +31.7% |
| All | +71.5% | +433.6% | -362.1% | +29.7% |
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