+127.5%
PM vs FERG
+72.5%
+55.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.3% |
| 7D | -1.3% | +3.4% | -4.7% | -1.6% |
| 30D | -2.6% | -11.5% | +9.0% | -1.6% |
| 3M | +5.8% | +1.3% | +4.5% | +5.5% |
| 6M | +10.6% | -1.0% | +11.5% | +10.3% |
| YTD | +17.2% | +3.2% | +13.9% | +16.5% |
| 1Y | +17.6% | -3.0% | +20.6% | +17.4% |
| 3Y | +124.3% | +55.0% | +69.2% | +104.0% |
| All | +127.5% | +72.5% | +55.0% | +94.3% |
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