+1,348.4%
FERG vs PWR
+2,886.8%
-1,538.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.2% |
| 7D | 0.0% | +3.6% | -3.6% | -0.5% |
| 30D | -10.2% | -8.6% | -1.6% | -9.2% |
| 3M | -0.6% | -13.2% | +12.6% | +0.9% |
| 6M | -6.5% | +9.9% | -16.4% | -8.1% |
| YTD | +4.2% | +48.0% | -43.9% | -1.5% |
| 1Y | -2.3% | +66.2% | -68.4% | -8.9% |
| 3Y | +48.5% | +195.1% | -146.6% | +28.6% |
| 5Y | +72.0% | +442.6% | -370.5% | +41.7% |
| 10Y | +369.9% | +2,334.2% | -1,964.3% | +270.9% |
| All | +1,348.4% | +2,886.8% | -1,538.4% | +1,058.7% |
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