+224.4%
PFE vs FERG
+1,348.4%
-1,124.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.6% | -1.4% |
| 7D | +1.8% | 0.0% | +1.8% | +1.7% |
| 30D | +10.2% | -10.2% | +20.4% | +11.0% |
| 3M | +12.7% | -0.6% | +13.3% | +12.6% |
| 6M | +10.5% | -6.5% | +17.1% | +10.9% |
| YTD | +20.2% | +4.2% | +16.0% | +19.7% |
| 1Y | +24.1% | -2.3% | +26.3% | +24.0% |
| 3Y | -3.6% | +48.5% | -52.1% | -6.3% |
| 5Y | -20.9% | +72.0% | -92.9% | -24.1% |
| 10Y | +35.8% | +369.9% | -334.0% | +25.0% |
| All | +224.4% | +1,348.4% | -1,124.0% | +191.3% |
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 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