+30.6%
ORCL vs PHM
+175.2%
-144.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.2% |
| 7D | -11.2% | +6.2% | -17.4% | -12.4% |
| 30D | -18.8% | +17.9% | -36.8% | -21.9% |
| 3M | -18.8% | +2.5% | -21.3% | -19.6% |
| 6M | -39.7% | +10.8% | -50.5% | -41.7% |
| YTD | -39.6% | +13.7% | -53.4% | -42.4% |
| 1Y | -51.7% | +12.4% | -64.1% | -53.9% |
| 3Y | +10.2% | +65.6% | -55.4% | -12.2% |
| All | +30.6% | +175.2% | -144.7% | -16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling