-1.6%
PFE vs FERG
+54.4%
-56.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.2% |
| 7D | -2.7% | +3.4% | -6.0% | -3.2% |
| 30D | +3.8% | -11.5% | +15.4% | +5.8% |
| 3M | +10.4% | +1.3% | +9.1% | +9.9% |
| 6M | +6.3% | -1.0% | +7.2% | +6.1% |
| YTD | +17.4% | +3.2% | +14.2% | +16.4% |
| 1Y | +21.1% | -3.0% | +24.1% | +21.1% |
| 3Y | -1.6% | +55.0% | -56.6% | -3.5% |
| All | -1.6% | +54.4% | -56.0% | -3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling