+30.6%
ORCL vs PH
+197.3%
-166.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.0% | -0.4% |
| 7D | -11.2% | +2.0% | -13.1% | -12.0% |
| 30D | -18.8% | -3.7% | -15.2% | -17.6% |
| 3M | -18.8% | -14.0% | -4.7% | -13.5% |
| 6M | -39.7% | +2.1% | -41.8% | -40.8% |
| YTD | -39.6% | +5.1% | -44.7% | -42.2% |
| 1Y | -51.7% | +10.9% | -62.7% | -55.1% |
| 3Y | +10.2% | +132.9% | -122.7% | -28.3% |
| All | +30.6% | +197.3% | -166.7% | -28.5% |
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