-49.6%
ORCL vs PHM
+14.7%
-64.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.6% | +0.6% | +3.3% |
| 7D | +0.5% | +3.5% | -3.0% | +0.8% |
| 30D | -15.3% | +21.2% | -36.5% | -14.9% |
| 3M | -18.2% | +2.5% | -20.7% | -18.0% |
| 6M | -38.4% | +16.1% | -54.5% | -38.3% |
| YTD | -37.7% | +16.6% | -54.3% | -38.0% |
| All | -49.6% | +14.7% | -64.3% | -49.7% |
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 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