+351.3%
FERG vs PSX
+386.4%
-35.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.7% |
| 7D | -2.6% | +1.7% | -4.3% | -2.8% |
| 30D | -8.9% | +15.6% | -24.5% | -10.7% |
| 3M | -2.0% | +46.5% | -48.5% | -7.2% |
| 6M | -3.2% | +55.0% | -58.2% | -9.3% |
| YTD | +1.5% | +105.3% | -103.8% | -9.0% |
| 1Y | +0.5% | +101.6% | -101.1% | -9.7% |
| 3Y | +50.4% | +134.1% | -83.7% | +31.4% |
| 5Y | +68.7% | +368.7% | -300.0% | +37.4% |
| All | +351.3% | +386.4% | -35.1% | +288.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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