+351.3%
FERG vs PHM
+568.1%
-216.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.3% |
| 7D | -2.6% | -5.0% | +2.4% | -1.3% |
| 30D | -8.9% | -8.4% | -0.5% | -6.9% |
| 3M | -2.0% | -4.4% | +2.4% | -1.2% |
| 6M | -3.2% | -3.7% | +0.5% | -2.6% |
| YTD | +1.5% | +1.3% | +0.2% | +0.9% |
| 1Y | +0.5% | -14.0% | +14.5% | +3.6% |
| 3Y | +50.4% | +48.1% | +2.3% | +37.8% |
| 5Y | +68.7% | +158.8% | -90.1% | +38.4% |
| All | +351.3% | +568.1% | -216.8% | +205.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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