+72.6%
FERG vs PWR
+458.8%
-386.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.3% | -3.3% | -1.6% |
| 7D | +3.4% | +4.5% | -1.1% | +2.0% |
| 30D | -11.5% | -4.9% | -6.6% | -10.4% |
| 3M | +1.3% | -7.9% | +9.2% | +3.0% |
| 6M | -1.0% | +18.3% | -19.3% | -7.9% |
| YTD | +3.2% | +51.5% | -48.3% | -12.0% |
| 1Y | -3.0% | +70.3% | -73.3% | -20.8% |
| 3Y | +55.0% | +210.6% | -155.6% | -2.4% |
| 5Y | +72.6% | +456.7% | -384.0% | -14.6% |
| All | +72.6% | +458.8% | -386.2% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling