+247.2%
ORCL vs PCG
-76.2%
+323.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.6% |
| 7D | -6.5% | -0.5% | -6.1% | -6.5% |
| 30D | -16.6% | +0.8% | -17.3% | -16.6% |
| 3M | -21.6% | -22.0% | +0.4% | -20.5% |
| 6M | -39.4% | -17.1% | -22.3% | -38.8% |
| YTD | -38.7% | -16.9% | -21.8% | -38.2% |
| 1Y | -50.4% | -19.1% | -31.3% | -49.9% |
| 3Y | +8.1% | -19.4% | +27.5% | +8.7% |
| 5Y | +34.5% | +9.0% | +25.5% | +32.3% |
| All | +247.2% | -76.2% | +323.3% | +246.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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