+34.5%
ORCL vs PH
+211.9%
-177.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.9% |
| 7D | -6.5% | +2.1% | -8.6% | -7.4% |
| 30D | -16.6% | +0.3% | -16.8% | -16.8% |
| 3M | -21.6% | -8.8% | -12.8% | -18.6% |
| 6M | -39.4% | +10.0% | -49.4% | -42.4% |
| YTD | -38.7% | +10.5% | -49.1% | -42.6% |
| 1Y | -50.4% | +15.5% | -65.9% | -54.6% |
| 3Y | +8.1% | +136.4% | -128.3% | -30.1% |
| 5Y | +34.5% | +213.6% | -179.0% | -28.0% |
| All | +34.5% | +211.9% | -177.4% | -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 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