+1,526.4%
FERG vs PH
+2,224.0%
-697.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.6% |
| 7D | +9.7% | +4.3% | +5.4% | +8.8% |
| 30D | +15.0% | +0.1% | +14.9% | +14.9% |
| 3M | +3.8% | -9.4% | +13.1% | +5.9% |
| 6M | +10.6% | +8.8% | +1.9% | +8.5% |
| YTD | +17.0% | +9.6% | +7.3% | +14.6% |
| 1Y | +7.1% | +14.4% | -7.4% | +4.0% |
| 3Y | +67.7% | +134.5% | -66.8% | +42.7% |
| 5Y | +76.4% | +204.4% | -128.0% | +42.9% |
| 10Y | +424.2% | +697.3% | -273.0% | +288.1% |
| All | +1,526.4% | +2,224.0% | -697.6% | +999.0% |
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