+791.6%
PLD vs FERG
+1,348.4%
-556.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.1% | -1.0% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | -2.4% | -10.2% | +7.8% | -1.1% |
| 3M | -3.8% | -0.6% | -3.2% | -3.9% |
| 6M | 0.0% | -6.5% | +6.5% | +0.6% |
| YTD | +9.2% | +4.2% | +5.1% | +8.3% |
| 1Y | +25.9% | -2.3% | +28.2% | +25.6% |
| 3Y | +21.3% | +48.5% | -27.2% | +14.6% |
| 5Y | +14.1% | +72.0% | -57.9% | +5.3% |
| 10Y | +237.9% | +369.9% | -132.0% | +197.7% |
| All | +791.6% | +1,348.4% | -556.8% | +631.5% |
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 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