+6.4%
OXY vs PHM
+568.1%
-561.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | 0.0% |
| 7D | +2.8% | -5.0% | +7.8% | +4.5% |
| 30D | +5.5% | -8.4% | +13.9% | +8.2% |
| 3M | +11.3% | -4.4% | +15.7% | +11.6% |
| 6M | +11.6% | -3.7% | +15.3% | +10.2% |
| YTD | +51.6% | +1.3% | +50.3% | +46.3% |
| 1Y | +36.2% | -14.0% | +50.2% | +39.0% |
| 3Y | +1.7% | +48.1% | -46.4% | -19.1% |
| 5Y | +164.5% | +158.8% | +5.7% | +58.1% |
| All | +6.4% | +568.1% | -561.7% | -47.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling