+702.5%
PM vs FERG
+1,348.4%
-645.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.3% | -4.3% | -2.0% |
| 7D | -4.9% | 0.0% | -4.8% | -4.9% |
| 30D | -3.4% | -10.2% | +6.8% | -3.1% |
| 3M | +5.2% | -0.6% | +5.8% | +5.1% |
| 6M | +3.7% | -6.5% | +10.2% | +3.8% |
| YTD | +15.8% | +4.2% | +11.6% | +15.5% |
| 1Y | +17.4% | -2.3% | +19.6% | +17.3% |
| 3Y | +116.9% | +48.5% | +68.4% | +112.6% |
| 5Y | +117.3% | +72.0% | +45.3% | +110.8% |
| 10Y | +193.8% | +369.9% | -176.1% | +179.2% |
| All | +702.5% | +1,348.4% | -645.9% | +661.3% |
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 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