-49.4%
ORCL vs PHM
+8.8%
-58.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | -1.7% |
| 7D | -6.5% | +2.9% | -9.4% | -6.2% |
| 30D | -16.6% | +16.5% | -33.0% | -16.4% |
| 3M | -21.6% | +0.6% | -22.2% | -21.5% |
| 6M | -39.4% | +11.6% | -50.9% | -39.4% |
| YTD | -38.7% | +12.1% | -50.8% | -39.1% |
| All | -49.4% | +8.8% | -58.2% | -49.8% |
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 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