+1,526.4%
FERG vs PHM
+1,364.4%
+162.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +9.7% | -4.1% | +13.9% | +10.4% |
| 30D | +15.0% | +16.1% | -1.1% | +12.8% |
| 3M | +3.8% | -2.5% | +6.2% | +4.0% |
| 6M | +10.6% | +12.9% | -2.3% | +8.8% |
| YTD | +17.0% | +9.0% | +8.0% | +15.6% |
| 1Y | +7.1% | +8.2% | -1.1% | +5.9% |
| 3Y | +67.7% | +58.4% | +9.3% | +60.1% |
| 5Y | +76.4% | +159.2% | -82.8% | +60.9% |
| 10Y | +424.2% | +676.9% | -252.6% | +368.3% |
| All | +1,526.4% | +1,364.4% | +162.0% | +1,438.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling