+63.3%
PYPL vs FERG
+378.1%
-314.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | +0.1% | +9.7% | -9.7% | -2.1% |
| 30D | +5.7% | +15.0% | -9.4% | +2.3% |
| 3M | -1.9% | +3.8% | -5.7% | -2.9% |
| 6M | +31.8% | +10.6% | +21.2% | +28.3% |
| YTD | +2.4% | +17.0% | -14.5% | -1.9% |
| 1Y | -8.2% | +7.1% | -15.3% | -10.5% |
| 3Y | +10.2% | +67.7% | -57.5% | -2.9% |
| 5Y | -71.2% | +76.4% | -147.6% | -75.6% |
| 10Y | +49.6% | +424.2% | -374.7% | +17.7% |
| All | +63.3% | +378.1% | -314.8% | +32.5% |
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