+42.7%
ORCL vs PH
+203.8%
-161.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +8.0% | +4.3% | +3.6% | +6.0% |
| 30D | -4.0% | +0.1% | -4.1% | -4.2% |
| 3M | -19.5% | -9.4% | -10.1% | -16.1% |
| 6M | -33.5% | +8.8% | -42.2% | -36.4% |
| YTD | -34.8% | +9.6% | -44.5% | -38.8% |
| 1Y | -41.6% | +14.4% | -56.1% | -46.4% |
| 3Y | +13.8% | +134.5% | -120.8% | -26.3% |
| All | +42.7% | +203.8% | -161.1% | -22.9% |
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