-81.6%
PYPL vs FERG
+70.2%
-151.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.3% |
| 7D | -4.3% | +0.9% | -5.2% | -4.7% |
| 30D | -11.5% | -15.1% | +3.6% | -4.8% |
| 3M | +26.1% | -4.8% | +31.0% | +28.1% |
| 6M | +13.7% | -2.5% | +16.1% | +13.5% |
| YTD | -9.8% | +1.8% | -11.7% | -12.5% |
| 1Y | -22.1% | -0.3% | -21.7% | -24.1% |
| 3Y | -13.5% | +52.9% | -66.4% | -37.3% |
| 5Y | -81.6% | +69.3% | -150.9% | -88.5% |
| All | -81.6% | +70.2% | -151.8% | -88.5% |
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