+42.7%
ORCL vs PCG
+10.2%
+32.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.5% | -1.7% |
| 7D | +8.0% | +2.2% | +5.8% | +7.6% |
| 30D | -4.0% | +0.8% | -4.7% | -4.1% |
| 3M | -19.5% | -23.8% | +4.3% | -16.9% |
| 6M | -33.5% | -19.6% | -13.8% | -32.1% |
| YTD | -34.8% | -16.7% | -18.1% | -34.5% |
| 1Y | -41.6% | -19.4% | -22.2% | -40.9% |
| 3Y | +13.8% | -18.3% | +32.1% | +13.5% |
| All | +42.7% | +10.2% | +32.4% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling