+70.3%
FERG vs PH
+139.6%
-69.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.7% |
| 7D | +7.2% | +2.1% | +5.1% | +6.0% |
| 30D | +17.9% | +0.3% | +17.6% | +17.4% |
| 3M | -1.3% | -8.8% | +7.5% | +3.5% |
| 6M | +8.3% | +10.0% | -1.7% | +1.8% |
| YTD | +18.3% | +10.5% | +7.8% | +10.7% |
| 1Y | +4.7% | +15.5% | -10.8% | -4.4% |
| 3Y | +70.3% | +136.4% | -66.1% | +2.5% |
| All | +70.3% | +139.6% | -69.3% | +2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling