+351.3%
FERG vs PSA
+102.6%
+248.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -2.6% | -1.8% | -0.7% | -2.2% |
| 30D | -8.9% | -8.4% | -0.5% | -7.1% |
| 3M | -2.0% | -7.8% | +5.8% | -0.3% |
| 6M | -3.2% | +0.8% | -4.0% | -3.4% |
| YTD | +1.5% | +16.5% | -15.0% | -1.8% |
| 1Y | +0.5% | +4.7% | -4.2% | -0.7% |
| 3Y | +50.4% | +21.1% | +29.4% | +43.7% |
| 5Y | +68.7% | +14.2% | +54.5% | +62.6% |
| All | +351.3% | +102.6% | +248.7% | +327.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 10y: compounded portfolio wealth divided by compounded PSA 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…
10y analysis · Full analysis span regression · 6 months rolling