-17.9%
PYPL vs FERG
-1.6%
-16.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.4% |
| 7D | -5.9% | -1.0% | -4.9% | -5.8% |
| 30D | -9.4% | -11.8% | +2.4% | -7.3% |
| 3M | +31.3% | -1.2% | +32.5% | +30.9% |
| 6M | +19.1% | -2.3% | +21.4% | +18.9% |
| YTD | -7.9% | +0.8% | -8.7% | -9.7% |
| 1Y | -17.9% | +0.5% | -18.4% | -17.8% |
| All | -17.9% | -1.6% | -16.3% | -17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling