-49.5%
ORCL vs PH
+20.3%
-69.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.7% | +1.7% | -1.8% |
| 7D | -14.4% | -0.2% | -14.2% | -14.3% |
| 30D | -12.8% | -6.7% | -6.1% | -12.6% |
| 3M | -14.8% | -8.1% | -6.7% | -14.6% |
| 6M | -30.9% | +5.3% | -36.2% | -29.0% |
| YTD | -35.7% | +4.2% | -39.9% | -34.8% |
| 1Y | -49.5% | +19.3% | -68.8% | -47.4% |
| All | -49.5% | +20.3% | -69.8% | -47.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling