+285.2%
PEP vs FERG
+1,545.2%
-1,260.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | +4.6% | +7.2% | -2.6% | +4.4% |
| 30D | +14.0% | +17.9% | -3.9% | +13.4% |
| 3M | +5.4% | -1.3% | +6.7% | +5.4% |
| 6M | -5.1% | +8.3% | -13.5% | -5.5% |
| YTD | +3.1% | +18.3% | -15.2% | +2.4% |
| 1Y | +4.8% | +4.7% | +0.1% | +4.4% |
| 3Y | -4.1% | +70.3% | -74.4% | -6.0% |
| 5Y | +3.0% | +84.6% | -81.7% | +0.2% |
| 10Y | +89.6% | +430.3% | -340.7% | +82.8% |
| All | +285.2% | +1,545.2% | -1,260.0% | +267.4% |
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 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