+50.9%
FERG vs PSA
+21.5%
+29.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +1.0% | -0.5% |
| 7D | +0.9% | -2.2% | +3.1% | +1.8% |
| 30D | -15.1% | -9.6% | -5.5% | -11.8% |
| 3M | -4.8% | -7.9% | +3.1% | -2.0% |
| 6M | -2.5% | -2.0% | -0.5% | -2.1% |
| YTD | +1.8% | +15.7% | -13.9% | -3.7% |
| 1Y | -0.3% | +5.8% | -6.1% | -3.0% |
| All | +50.9% | +21.5% | +29.4% | +38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling