+233.6%
PFE vs FERG
+1,516.3%
-1,282.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.6% | +1.5% | -1.8% |
| 7D | -2.1% | +8.2% | -10.3% | -2.7% |
| 30D | +3.1% | +14.4% | -11.3% | +2.1% |
| 3M | +11.2% | +4.3% | +6.8% | +10.8% |
| 6M | +15.0% | +7.9% | +7.2% | +14.3% |
| YTD | +23.5% | +16.3% | +7.3% | +22.0% |
| 1Y | +18.9% | +2.2% | +16.7% | +18.4% |
| 3Y | +18.7% | +67.3% | -48.6% | +14.4% |
| 5Y | -24.0% | +75.3% | -99.4% | -27.6% |
| 10Y | +47.5% | +421.0% | -373.5% | +34.8% |
| All | +233.6% | +1,516.3% | -1,282.8% | +197.0% |
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