+9.3%
ORCL vs PH
+128.8%
-119.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.0% | -5.0% | -6.1% |
| 7D | -17.5% | -3.9% | -13.6% | -16.0% |
| 30D | -20.2% | -9.4% | -10.8% | -16.8% |
| 3M | -19.9% | -10.3% | -9.6% | -16.4% |
| 6M | -37.4% | +2.7% | -40.1% | -38.7% |
| YTD | -40.1% | +2.1% | -42.3% | -42.3% |
| 1Y | -53.4% | +16.2% | -69.6% | -58.4% |
| All | +9.3% | +128.8% | -119.5% | -28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling