+548.8%
PLTR vs FERG
+70.2%
+478.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.4% |
| 7D | 0.0% | +0.9% | -0.9% | -0.5% |
| 30D | -3.3% | -15.1% | +11.8% | +6.4% |
| 3M | +28.4% | -4.8% | +33.2% | +31.6% |
| 6M | +8.4% | -2.5% | +10.8% | +7.8% |
| YTD | -4.6% | +1.8% | -6.4% | -8.8% |
| 1Y | +4.4% | -0.3% | +4.7% | +0.4% |
| 3Y | +1,020.5% | +52.9% | +967.6% | +631.8% |
| 5Y | +548.8% | +69.3% | +479.5% | +246.7% |
| All | +548.8% | +70.2% | +478.6% | +246.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling