+24,538.0%
ORCL vs PH
+24,008.7%
+529.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -17.7% |
| 3M | -18.8% | -14.0% | -4.7% | -13.6% |
| 6M | -39.7% | +2.1% | -41.8% | -40.8% |
| YTD | -39.6% | +5.1% | -44.7% | -42.0% |
| 1Y | -51.7% | +10.9% | -62.7% | -54.7% |
| 3Y | +10.2% | +132.9% | -122.7% | -25.3% |
| 5Y | +30.8% | +200.1% | -169.3% | -22.1% |
| 10Y | +252.1% | +783.8% | -531.7% | +19.8% |
| All | +24,538.0% | +24,008.7% | +529.3% | +1,692.1% |
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