-28.0%
ORCL vs PEG
-7.0%
-21.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.0% |
| 7D | +5.3% | +0.7% | +4.6% | +5.5% |
| 30D | +10.0% | -2.4% | +12.4% | +9.2% |
| 3M | -32.6% | -4.8% | -27.8% | -33.6% |
| 6M | +4.9% | -10.7% | +15.6% | +3.8% |
| YTD | -17.8% | -6.7% | -11.1% | -21.1% |
| 1Y | -28.0% | -6.8% | -21.1% | -32.7% |
| All | -28.0% | -7.0% | -21.0% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 1y: compounded portfolio wealth divided by compounded PEG 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…
1y analysis · Full analysis span regression · 6 months rolling