-4.3%
PEP vs FERG
+5.6%
-10.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.5% | -0.9% |
| 7D | -0.3% | +8.2% | -8.5% | -0.7% |
| 30D | +11.8% | +14.4% | -2.6% | +11.1% |
| 3M | +3.7% | +4.3% | -0.7% | +2.9% |
| 6M | -4.3% | +7.9% | -12.2% | -5.4% |
| All | -4.3% | +5.6% | -10.0% | -5.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling