+9.3%
ORCL vs PCG
-20.0%
+29.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.3% | -5.7% | -6.8% |
| 7D | -17.5% | 0.0% | -17.5% | -17.5% |
| 30D | -20.2% | +5.8% | -26.0% | -20.4% |
| 3M | -19.9% | -22.8% | +2.8% | -19.6% |
| 6M | -37.4% | -18.4% | -19.0% | -37.4% |
| YTD | -40.1% | -16.9% | -23.3% | -40.7% |
| 1Y | -53.4% | -17.6% | -35.8% | -53.7% |
| All | +9.3% | -20.0% | +29.4% | +12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling