+95.5%
PEP vs FERG
+424.2%
-328.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.2% |
| 7D | +2.9% | +9.7% | -6.8% | +2.4% |
| 30D | +12.5% | +15.0% | -2.5% | +11.7% |
| 3M | +4.5% | +3.8% | +0.8% | +4.3% |
| 6M | -0.5% | +10.6% | -11.1% | -1.1% |
| YTD | +4.4% | +17.0% | -12.6% | +3.5% |
| 1Y | +4.4% | +7.1% | -2.7% | +3.8% |
| 3Y | -3.4% | +67.7% | -71.1% | -6.0% |
| 5Y | +5.2% | +76.4% | -71.3% | +1.0% |
| All | +95.5% | +424.2% | -328.7% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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