+1,347.0%
OXY vs PHM
+11,050.0%
-9,703.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.5% | +1.8% |
| 7D | -0.5% | -2.5% | +2.0% | 0.0% |
| 30D | +8.5% | -9.7% | +18.1% | +10.7% |
| 3M | +6.0% | +2.2% | +3.8% | +4.6% |
| 6M | +13.0% | -5.7% | +18.6% | +12.7% |
| YTD | +48.9% | +2.8% | +46.0% | +45.3% |
| 1Y | +36.4% | -14.4% | +50.8% | +38.5% |
| 3Y | -2.3% | +52.2% | -54.5% | -14.7% |
| 5Y | +160.6% | +154.3% | +6.4% | +97.6% |
| 10Y | +2.0% | +545.9% | -543.9% | -37.3% |
| All | +1,347.0% | +11,050.0% | -9,703.0% | +391.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling