+352.7%
FERG vs PWR
+2,367.8%
-2,015.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.0% |
| 7D | +0.9% | +2.7% | -1.8% | +0.4% |
| 30D | -15.1% | -5.1% | -9.9% | -14.3% |
| 3M | -4.8% | -9.4% | +4.5% | -3.5% |
| 6M | -2.5% | +10.4% | -12.9% | -5.3% |
| YTD | +1.8% | +48.6% | -46.8% | -7.2% |
| 1Y | -0.3% | +68.0% | -68.3% | -11.5% |
| 3Y | +52.9% | +204.7% | -151.8% | +19.2% |
| 5Y | +69.3% | +451.9% | -382.6% | +20.7% |
| 10Y | +352.7% | +2,425.3% | -2,072.7% | +182.5% |
| All | +352.7% | +2,367.8% | -2,015.1% | +182.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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