+251.6%
ORCL vs PHM
+746.3%
-494.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.6% | +0.6% | +2.6% |
| 7D | +0.5% | +3.5% | -3.0% | -0.4% |
| 30D | -15.3% | +21.2% | -36.5% | -19.2% |
| 3M | -18.2% | +2.5% | -20.7% | -19.1% |
| 6M | -38.4% | +16.1% | -54.5% | -41.1% |
| YTD | -37.7% | +16.6% | -54.3% | -40.9% |
| 1Y | -49.3% | +14.4% | -63.7% | -51.7% |
| 3Y | +10.6% | +71.9% | -61.2% | -8.5% |
| 5Y | +35.5% | +174.3% | -138.8% | -3.2% |
| 10Y | +251.6% | +744.0% | -492.4% | +86.8% |
| All | +251.6% | +746.3% | -494.8% | +86.8% |
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