-49.5%
ORCL vs PHM
+16.2%
-65.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +7.2% | -9.1% | -1.4% |
| 7D | -14.4% | +13.6% | -28.0% | -13.8% |
| 30D | -12.8% | +19.3% | -32.1% | -12.4% |
| 3M | -14.8% | +3.5% | -18.3% | -14.5% |
| 6M | -30.9% | +18.6% | -49.5% | -30.8% |
| YTD | -35.7% | +16.7% | -52.4% | -36.0% |
| 1Y | -49.5% | +14.6% | -64.1% | -50.2% |
| All | -49.5% | +16.2% | -65.7% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 1y: compounded portfolio wealth divided by compounded PHM 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…
1y analysis · Full analysis span regression · 6 months rolling