+270.3%
ORCL vs PHM
+670.5%
-400.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +8.0% | -4.1% | +12.1% | +8.9% |
| 30D | -4.0% | +16.1% | -20.1% | -7.6% |
| 3M | -19.5% | -2.5% | -17.0% | -19.4% |
| 6M | -33.5% | +12.9% | -46.4% | -36.1% |
| YTD | -34.8% | +9.0% | -43.8% | -37.2% |
| 1Y | -41.6% | +8.2% | -49.8% | -43.8% |
| 3Y | +13.8% | +58.4% | -44.7% | -4.2% |
| 5Y | +43.4% | +159.2% | -115.8% | +3.6% |
| All | +270.3% | +670.5% | -400.3% | +100.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling