+368.8%
ORCL vs PHM
+545.0%
-176.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | +10.9% | -3.9% | +14.8% | +11.8% |
| 30D | +7.0% | -8.6% | +15.6% | +9.1% |
| 3M | -21.2% | -2.9% | -18.3% | -21.1% |
| 6M | +7.4% | -5.7% | +13.1% | +7.9% |
| YTD | -16.3% | +1.9% | -18.1% | -17.7% |
| 1Y | -32.3% | -12.3% | -20.0% | -31.4% |
| 3Y | +32.6% | +50.8% | -18.2% | +13.3% |
| 5Y | +93.1% | +157.3% | -64.2% | +40.2% |
| 10Y | +368.8% | +566.5% | -197.8% | +163.7% |
| All | +368.8% | +545.0% | -176.2% | +163.7% |
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