+1,526.4%
FERG vs PSA
+672.7%
+853.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +9.7% | -1.4% | +11.2% | +10.0% |
| 30D | +15.0% | +15.2% | -0.1% | +12.4% |
| 3M | +3.8% | +2.2% | +1.5% | +3.3% |
| 6M | +10.6% | +11.7% | -1.0% | +8.6% |
| YTD | +17.0% | +32.0% | -15.0% | +12.0% |
| 1Y | +7.1% | +26.3% | -19.2% | +3.2% |
| 3Y | +67.7% | +52.4% | +15.4% | +57.4% |
| 5Y | +76.4% | +26.3% | +50.1% | +68.7% |
| 10Y | +424.2% | +132.3% | +291.9% | +387.0% |
| All | +1,526.4% | +672.7% | +853.7% | +1,465.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling