+1,545.2%
FERG vs PWR
+2,689.9%
-1,144.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | 0.0% |
| 7D | +7.2% | -11.2% | +18.5% | +8.7% |
| 30D | +17.9% | -17.4% | +35.3% | +20.5% |
| 3M | -1.3% | -11.7% | +10.5% | -0.1% |
| 6M | +8.3% | -21.7% | +30.0% | +11.0% |
| YTD | +18.3% | +38.3% | -19.9% | +12.4% |
| 1Y | +4.7% | +29.6% | -24.9% | +0.3% |
| 3Y | +70.3% | +236.1% | -165.9% | +45.7% |
| 5Y | +84.6% | +406.3% | -321.7% | +52.9% |
| 10Y | +430.3% | +1,796.7% | -1,366.4% | +321.7% |
| All | +1,545.2% | +2,689.9% | -1,144.7% | +1,222.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling