+405.1%
FERG vs PR
+152.6%
+252.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.9% |
| 7D | -2.1% | -16.4% | +14.3% | -1.7% |
| 30D | +8.7% | -1.9% | +10.6% | +8.7% |
| 3M | -7.4% | +8.0% | -15.4% | -7.6% |
| 6M | -6.6% | +4.1% | -10.7% | -6.8% |
| YTD | +6.6% | +58.7% | -52.1% | +5.2% |
| 1Y | -3.6% | +75.8% | -79.4% | -5.1% |
| 3Y | +56.4% | +73.2% | -16.8% | +53.7% |
| 5Y | +67.5% | +230.1% | -162.6% | +63.6% |
| 10Y | +434.6% | +67.4% | +367.2% | +504.4% |
| All | +405.1% | +152.6% | +252.5% | +581.9% |
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