+33,471.1%
ORCL vs PH
+25,185.5%
+8,285.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -35.7% |
| 6M | +4.9% | -2.1% | +7.1% | +4.4% |
| YTD | -17.8% | +10.2% | -27.9% | -22.4% |
| 1Y | -28.0% | +28.2% | -56.2% | -36.6% |
| 3Y | +36.0% | +134.9% | -98.9% | -8.5% |
| 5Y | +88.7% | +253.6% | -164.9% | +4.7% |
| 10Y | +346.9% | +804.7% | -457.8% | +50.7% |
| All | +33,471.1% | +25,185.5% | +8,285.6% | +2,297.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling