+281.5%
PEP vs FERG
+1,516.3%
-1,234.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.5% | -1.0% |
| 7D | -0.3% | +8.2% | -8.5% | -0.6% |
| 30D | +11.8% | +14.4% | -2.6% | +11.2% |
| 3M | +3.7% | +4.3% | -0.7% | +3.5% |
| 6M | -4.3% | +7.9% | -12.2% | -4.6% |
| YTD | +2.1% | +16.3% | -14.1% | +1.5% |
| 1Y | +2.5% | +2.2% | +0.3% | +2.3% |
| 3Y | -5.0% | +67.3% | -72.3% | -6.8% |
| 5Y | +2.9% | +75.3% | -72.5% | +0.2% |
| 10Y | +87.9% | +421.0% | -333.1% | +81.3% |
| All | +281.5% | +1,516.3% | -1,234.8% | +264.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling