+270.3%
ORCL vs PH
+700.2%
-430.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +8.0% | +4.3% | +3.6% | +6.2% |
| 30D | -4.0% | +0.1% | -4.1% | -4.2% |
| 3M | -19.5% | -9.4% | -10.1% | -16.5% |
| 6M | -33.5% | +8.8% | -42.2% | -36.1% |
| YTD | -34.8% | +9.6% | -44.5% | -38.1% |
| 1Y | -41.6% | +14.4% | -56.1% | -45.6% |
| 3Y | +13.8% | +134.5% | -120.8% | -20.3% |
| 5Y | +43.4% | +204.4% | -161.1% | -10.9% |
| All | +270.3% | +700.2% | -430.0% | +66.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling