+269.1%
PEP vs FERG
+1,348.4%
-1,079.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.0% | -0.7% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | +0.2% | -10.2% | +10.4% | +0.6% |
| 3M | -1.1% | -0.6% | -0.5% | -1.2% |
| 6M | -13.5% | -6.5% | -7.0% | -13.4% |
| YTD | -1.2% | +4.2% | -5.4% | -1.4% |
| 1Y | -1.6% | -2.3% | +0.7% | -1.6% |
| 3Y | -12.5% | +48.5% | -61.0% | -13.8% |
| 5Y | +3.0% | +72.0% | -69.0% | +0.8% |
| 10Y | +73.9% | +369.9% | -296.0% | +68.6% |
| All | +269.1% | +1,348.4% | -1,079.3% | +253.7% |
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