+60.6%
PYPL vs FERG
+375.2%
-314.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.6% | +1.6% | -1.2% |
| 7D | -1.1% | +8.2% | -9.3% | -2.9% |
| 30D | +3.8% | +14.4% | -10.6% | +0.7% |
| 3M | -1.3% | +4.3% | -5.6% | -2.4% |
| 6M | +29.0% | +7.9% | +21.2% | +26.3% |
| YTD | +0.7% | +16.3% | -15.5% | -3.4% |
| 1Y | -12.3% | +2.2% | -14.5% | -13.5% |
| 3Y | +7.6% | +67.3% | -59.7% | -5.1% |
| 5Y | -71.7% | +75.3% | -147.0% | -76.0% |
| 10Y | +47.1% | +421.0% | -373.9% | +15.9% |
| All | +60.6% | +375.2% | -314.6% | +30.5% |
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 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