+1,692.6%
PLTR vs FERG
+159.7%
+1,532.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -1.8% |
| 7D | -5.3% | +3.4% | -8.7% | -7.0% |
| 30D | -1.0% | -11.5% | +10.5% | +5.4% |
| 3M | +24.8% | +1.3% | +23.5% | +23.3% |
| 6M | +8.4% | -1.0% | +9.3% | +7.1% |
| YTD | -4.2% | +3.2% | -7.4% | -8.3% |
| 1Y | +9.1% | -3.0% | +12.1% | +7.4% |
| 3Y | +1,025.6% | +55.0% | +970.5% | +697.3% |
| 5Y | +565.8% | +72.6% | +493.1% | +322.0% |
| All | +1,692.6% | +159.7% | +1,532.9% | +1,196.0% |
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