+1,335.0%
FERG vs PHM
+1,281.3%
+53.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.5% |
| 7D | +3.4% | -2.5% | +5.9% | +3.7% |
| 30D | -11.5% | -9.7% | -1.9% | -10.4% |
| 3M | +1.3% | +2.2% | -0.9% | +0.9% |
| 6M | -1.0% | -5.7% | +4.7% | -0.4% |
| YTD | +3.2% | +2.8% | +0.4% | +2.8% |
| 1Y | -3.0% | -14.4% | +11.5% | -1.4% |
| 3Y | +55.0% | +52.2% | +2.8% | +48.8% |
| 5Y | +72.6% | +154.3% | -81.6% | +58.5% |
| 10Y | +358.9% | +545.9% | -186.9% | +312.8% |
| All | +1,335.0% | +1,281.3% | +53.7% | +1,268.4% |
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 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