+393.7%
FERG vs PR
+169.5%
+224.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.6% | +3.9% | +2.4% |
| 7D | 0.0% | +2.9% | -2.9% | -0.1% |
| 30D | -10.2% | +18.0% | -28.2% | -10.5% |
| 3M | -0.6% | +16.9% | -17.4% | -1.0% |
| 6M | -6.5% | +28.2% | -34.7% | -7.2% |
| YTD | +4.2% | +69.3% | -65.2% | +2.7% |
| 1Y | -2.3% | +69.5% | -71.8% | -3.7% |
| 3Y | +48.5% | +81.7% | -33.2% | +45.8% |
| 5Y | +72.0% | +422.2% | -350.2% | +68.3% |
| 10Y | +369.9% | +110.4% | +259.5% | +449.1% |
| All | +393.7% | +169.5% | +224.2% | +565.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling