+1,348.4%
FERG vs PH
+2,235.9%
-887.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.4% |
| 7D | 0.0% | -3.1% | +3.0% | +0.6% |
| 30D | -10.2% | -3.2% | -6.9% | -9.6% |
| 3M | -0.6% | +10.6% | -11.2% | -2.8% |
| 6M | -6.5% | -2.1% | -4.4% | -6.2% |
| YTD | +4.2% | +10.2% | -6.0% | +2.0% |
| 1Y | -2.3% | +28.2% | -30.5% | -7.2% |
| 3Y | +48.5% | +134.9% | -86.4% | +26.2% |
| 5Y | +72.0% | +253.6% | -181.6% | +37.5% |
| 10Y | +369.9% | +804.7% | -434.8% | +245.7% |
| All | +1,348.4% | +2,235.9% | -887.5% | +878.2% |
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