+35.2%
PFE vs FERG
+352.7%
-317.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.3% | +0.1% |
| 7D | -4.3% | +0.9% | -5.2% | -4.4% |
| 30D | +2.7% | -15.1% | +17.8% | +4.4% |
| 3M | +10.0% | -4.8% | +14.8% | +10.4% |
| 6M | +7.2% | -2.5% | +9.6% | +7.2% |
| YTD | +17.3% | +1.8% | +15.5% | +16.8% |
| 1Y | +20.3% | -0.3% | +20.6% | +20.0% |
| 3Y | -1.6% | +52.9% | -54.6% | -6.2% |
| 5Y | -21.4% | +69.3% | -90.7% | -26.4% |
| 10Y | +35.2% | +352.7% | -317.4% | +6.3% |
| All | +35.2% | +352.7% | -317.4% | +6.3% |
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