+15.4%
ORCL vs PCG
-21.0%
+36.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | +10.4% | -2.0% | +12.3% | +10.5% |
| 30D | -11.2% | -2.7% | -8.5% | -11.1% |
| 3M | -16.8% | -25.1% | +8.3% | -16.3% |
| 6M | -31.5% | -22.3% | -9.2% | -31.1% |
| YTD | -33.9% | -18.5% | -15.4% | -34.4% |
| 1Y | -43.3% | -21.8% | -21.4% | -43.3% |
| All | +15.4% | -21.0% | +36.3% | +18.1% |
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