+1,545.2%
FERG vs PH
+2,242.2%
-697.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | +7.2% | +2.1% | +5.1% | +6.7% |
| 30D | +17.9% | +0.3% | +17.6% | +17.8% |
| 3M | -1.3% | -8.8% | +7.5% | +0.6% |
| 6M | +8.3% | +10.0% | -1.7% | +6.0% |
| YTD | +18.3% | +10.5% | +7.8% | +15.7% |
| 1Y | +4.7% | +15.5% | -10.8% | +1.5% |
| 3Y | +70.3% | +136.4% | -66.1% | +44.5% |
| 5Y | +84.6% | +213.6% | -129.0% | +49.0% |
| 10Y | +430.3% | +713.9% | -283.6% | +291.6% |
| All | +1,545.2% | +2,242.2% | -697.0% | +1,009.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling