+32.7%
ORCL vs PHM
+54.8%
-22.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.1% |
| 7D | +5.3% | -3.2% | +8.4% | +5.6% |
| 30D | +10.0% | -6.4% | +16.4% | +10.7% |
| 3M | -32.6% | +5.5% | -38.1% | -33.3% |
| 6M | +4.9% | -5.4% | +10.4% | +5.2% |
| YTD | -17.8% | +6.6% | -24.3% | -19.1% |
| 1Y | -28.0% | -8.8% | -19.1% | -27.5% |
| All | +32.7% | +54.8% | -22.2% | +2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling