+1.7%
OXY vs PHM
+49.3%
-47.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.4% |
| 7D | +2.8% | -5.0% | +7.8% | +3.2% |
| 30D | +5.5% | -8.4% | +13.9% | +6.2% |
| 3M | +11.3% | -4.4% | +15.7% | +11.1% |
| 6M | +11.6% | -3.7% | +15.3% | +11.0% |
| YTD | +51.6% | +1.3% | +50.3% | +48.6% |
| 1Y | +36.2% | -14.0% | +50.2% | +38.2% |
| 3Y | +1.7% | +48.1% | -46.4% | -5.8% |
| All | +1.7% | +49.3% | -47.6% | -5.8% |
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 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