+761.4%
PM vs FERG
+1,545.2%
-783.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -6.6% | +7.2% | -13.8% | -6.8% |
| 30D | -3.4% | +17.9% | -21.4% | -3.9% |
| 3M | +5.3% | -1.3% | +6.6% | +5.3% |
| 6M | +15.5% | +8.3% | +7.2% | +15.2% |
| YTD | +24.3% | +18.3% | +5.9% | +23.5% |
| 1Y | +29.7% | +4.7% | +25.0% | +29.3% |
| 3Y | +144.9% | +70.3% | +74.6% | +139.0% |
| 5Y | +159.0% | +84.6% | +74.4% | +150.4% |
| 10Y | +250.9% | +430.3% | -179.4% | +231.9% |
| All | +761.4% | +1,545.2% | -783.8% | +713.8% |
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