+67.5%
FERG vs PSA
+13.0%
+54.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.0% | -3.6% | +2.6% | +0.4% |
| 30D | -11.8% | -9.4% | -2.4% | -8.5% |
| 3M | -1.2% | -8.2% | +7.0% | +1.9% |
| 6M | -2.3% | -1.8% | -0.5% | -1.9% |
| YTD | +0.8% | +15.7% | -15.0% | -4.9% |
| 1Y | +0.5% | +6.3% | -5.8% | -2.4% |
| 3Y | +51.4% | +21.6% | +29.8% | +37.0% |
| 5Y | +67.5% | +13.5% | +54.0% | +54.4% |
| All | +67.5% | +13.0% | +54.5% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling