+78.0%
FERG vs PHM
+158.6%
-80.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +9.7% | -4.1% | +13.9% | +11.8% |
| 30D | +15.0% | +16.1% | -1.1% | +7.6% |
| 3M | +3.8% | -2.5% | +6.2% | +4.5% |
| 6M | +10.6% | +12.9% | -2.3% | +4.0% |
| YTD | +17.0% | +9.0% | +8.0% | +11.2% |
| 1Y | +7.1% | +8.2% | -1.1% | +2.1% |
| 3Y | +67.7% | +58.4% | +9.3% | +32.7% |
| All | +78.0% | +158.6% | -80.6% | +7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling