+687.9%
FERG vs PSX
+1,159.1%
-471.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.1% |
| 7D | +3.4% | +2.8% | +0.6% | +3.0% |
| 30D | -11.5% | +27.8% | -39.3% | -14.0% |
| 3M | +1.3% | +42.0% | -40.8% | -2.9% |
| 6M | -1.0% | +58.1% | -59.1% | -6.5% |
| YTD | +3.2% | +105.0% | -101.8% | -5.8% |
| 1Y | -3.0% | +104.9% | -107.9% | -11.5% |
| 3Y | +55.0% | +134.1% | -79.0% | +38.5% |
| 5Y | +72.6% | +363.8% | -291.2% | +45.5% |
| 10Y | +358.9% | +370.1% | -11.2% | +290.1% |
| All | +687.9% | +1,159.1% | -471.3% | +554.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling