+1,668.3%
PLTR vs FERG
+194.3%
+1,474.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.4% |
| 7D | +4.7% | +9.7% | -5.0% | -0.4% |
| 30D | -16.4% | +15.0% | -31.5% | -22.5% |
| 3M | -6.2% | +3.8% | -9.9% | -8.3% |
| 6M | +29.2% | +10.6% | +18.6% | +21.2% |
| YTD | -5.5% | +17.0% | -22.5% | -15.6% |
| 1Y | -2.4% | +7.1% | -9.5% | -8.5% |
| 3Y | +752.3% | +67.7% | +684.6% | +477.5% |
| 5Y | +635.8% | +76.4% | +559.4% | +333.8% |
| All | +1,668.3% | +194.3% | +1,474.0% | +1,093.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling