+163.2%
OXY vs PHM
+149.8%
+13.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.6% |
| 7D | +1.4% | -6.4% | +7.7% | +2.4% |
| 30D | +4.0% | -12.1% | +16.1% | +6.0% |
| 3M | +7.6% | -1.5% | +9.1% | +7.0% |
| 6M | +16.2% | -6.0% | +22.2% | +15.9% |
| YTD | +50.8% | -0.3% | +51.1% | +48.0% |
| 1Y | +34.7% | -13.3% | +48.0% | +36.3% |
| 3Y | -1.0% | +47.6% | -48.6% | -13.3% |
| 5Y | +163.2% | +154.7% | +8.5% | +85.0% |
| All | +163.2% | +149.8% | +13.4% | +85.0% |
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