+782.3%
PM vs FERG
+1,526.4%
-744.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.5% | +1.2% |
| 7D | +0.5% | +9.7% | -9.2% | +0.2% |
| 30D | -3.2% | +15.0% | -18.3% | -3.6% |
| 3M | +6.2% | +3.8% | +2.5% | +6.1% |
| 6M | +7.7% | +10.6% | -2.9% | +7.3% |
| YTD | +27.3% | +17.0% | +10.3% | +26.5% |
| 1Y | +32.8% | +7.1% | +25.7% | +32.3% |
| 3Y | +150.0% | +67.7% | +82.3% | +144.1% |
| 5Y | +164.2% | +76.4% | +87.8% | +155.6% |
| 10Y | +265.7% | +424.2% | -158.5% | +246.0% |
| All | +782.3% | +1,526.4% | -744.1% | +733.8% |
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