+251.6%
ORCL vs PH
+778.3%
-526.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.2% | -1.0% | +1.6% |
| 7D | +0.5% | +3.0% | -2.6% | -0.6% |
| 30D | -15.3% | -0.6% | -14.7% | -15.2% |
| 3M | -18.2% | -10.7% | -7.5% | -14.7% |
| 6M | -38.4% | +9.1% | -47.5% | -40.9% |
| YTD | -37.7% | +9.5% | -47.2% | -40.9% |
| 1Y | -49.3% | +14.0% | -63.3% | -52.6% |
| 3Y | +10.6% | +138.9% | -128.2% | -23.0% |
| 5Y | +35.5% | +209.1% | -173.6% | -16.2% |
| 10Y | +251.6% | +737.3% | -485.7% | +60.7% |
| All | +251.6% | +778.3% | -526.7% | +60.7% |
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