+363.4%
ORCL vs PEG
+145.3%
+218.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.6% | +2.1% |
| 7D | +15.0% | +1.0% | +14.0% | +14.6% |
| 30D | +10.5% | -1.9% | +12.4% | +11.2% |
| 3M | -23.0% | -3.7% | -19.3% | -22.3% |
| 6M | +7.0% | -9.4% | +16.4% | +9.7% |
| YTD | -15.8% | -6.0% | -9.8% | -15.0% |
| 1Y | -31.1% | -4.4% | -26.7% | -31.0% |
| 3Y | +33.3% | +33.5% | -0.2% | +17.5% |
| 5Y | +94.3% | +35.7% | +58.6% | +68.4% |
| 10Y | +363.4% | +140.4% | +223.0% | +239.2% |
| All | +363.4% | +145.3% | +218.1% | +239.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling