+409.3%
FERG vs PR
+147.8%
+261.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.9% | -0.3% | -5.1% |
| 7D | -2.0% | -16.5% | +14.5% | -1.6% |
| 30D | +5.5% | -4.5% | +10.0% | +5.6% |
| 3M | -7.3% | +8.5% | -15.9% | -7.6% |
| 6M | -6.1% | -3.3% | -2.7% | -6.1% |
| YTD | +7.5% | +55.7% | -48.2% | +6.1% |
| 1Y | -3.9% | +82.0% | -85.9% | -5.5% |
| 3Y | +57.3% | +62.5% | -5.2% | +54.7% |
| 5Y | +68.9% | +223.9% | -155.0% | +65.1% |
| 10Y | +439.0% | +64.2% | +374.8% | +509.7% |
| All | +409.3% | +147.8% | +261.5% | +587.9% |
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