+421.0%
FERG vs PH
+700.5%
-279.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -3.2% |
| 7D | +8.2% | +7.4% | +0.8% | +5.9% |
| 30D | +14.4% | +0.5% | +13.9% | +14.1% |
| 3M | +4.3% | -10.2% | +14.6% | +7.7% |
| 6M | +7.9% | +8.9% | -1.0% | +4.9% |
| YTD | +16.3% | +9.7% | +6.6% | +12.9% |
| 1Y | +2.2% | +12.8% | -10.6% | -1.5% |
| 3Y | +67.3% | +134.6% | -67.3% | +32.6% |
| 5Y | +75.3% | +204.5% | -129.2% | +29.1% |
| All | +421.0% | +700.5% | -279.5% | +243.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling