+55.0%
FERG vs PWR
+206.3%
-151.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.3% | -3.3% | -1.6% |
| 7D | +3.4% | +4.5% | -1.1% | +2.1% |
| 30D | -11.5% | -4.9% | -6.6% | -10.5% |
| 3M | +1.3% | -7.9% | +9.2% | +2.9% |
| 6M | -1.0% | +18.3% | -19.3% | -7.0% |
| YTD | +3.2% | +51.5% | -48.3% | -10.1% |
| 1Y | -3.0% | +70.3% | -73.3% | -18.6% |
| 3Y | +55.0% | +210.6% | -155.6% | +6.4% |
| All | +55.0% | +206.3% | -151.3% | +6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling