+22.6%
PLD vs FERG
+55.3%
-32.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.1% | -1.5% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | -2.4% | -10.2% | +7.8% | +0.8% |
| 3M | -3.8% | -0.6% | -3.2% | -4.3% |
| 6M | 0.0% | -6.5% | +6.5% | +1.3% |
| YTD | +9.2% | +4.2% | +5.1% | +6.2% |
| 1Y | +25.9% | -2.3% | +28.2% | +24.5% |
| All | +22.6% | +55.3% | -32.7% | -4.0% |
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 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