+91.4%
ORCL vs PH
+254.3%
-162.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.2% |
| 7D | +5.3% | -3.1% | +8.3% | +6.7% |
| 30D | +10.0% | -3.2% | +13.2% | +11.3% |
| 3M | -32.6% | +10.6% | -43.2% | -35.8% |
| 6M | +4.9% | -2.1% | +7.1% | +4.7% |
| YTD | -17.8% | +10.2% | -27.9% | -22.7% |
| 1Y | -28.0% | +28.2% | -56.2% | -37.5% |
| 3Y | +36.0% | +134.9% | -98.9% | -10.8% |
| All | +91.4% | +254.3% | -162.9% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling