-43.3%
ORCL vs PHM
+5.7%
-48.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -1.1% |
| 7D | +10.4% | -6.1% | +16.5% | +9.9% |
| 30D | -11.2% | +13.7% | -25.0% | -11.2% |
| 3M | -16.8% | -1.5% | -15.2% | -16.8% |
| 6M | -31.5% | +11.3% | -42.7% | -31.8% |
| YTD | -33.9% | +8.9% | -42.8% | -34.5% |
| 1Y | -43.3% | +6.1% | -49.3% | -43.9% |
| All | -43.3% | +5.7% | -48.9% | -43.9% |
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