+244.8%
ORCL vs PCG
-77.4%
+322.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +0.9% |
| 7D | -11.2% | -1.6% | -9.6% | -11.1% |
| 30D | -18.8% | +1.4% | -20.2% | -18.9% |
| 3M | -18.8% | -23.4% | +4.6% | -17.5% |
| 6M | -39.7% | -19.4% | -20.4% | -39.1% |
| YTD | -39.6% | -18.5% | -21.1% | -39.1% |
| 1Y | -51.7% | -19.5% | -32.2% | -51.3% |
| 3Y | +10.2% | -21.0% | +31.2% | +11.0% |
| 5Y | +30.8% | +13.7% | +17.1% | +28.4% |
| All | +244.8% | -77.4% | +322.1% | +249.4% |
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