+251.6%
ORCL vs PEG
+155.4%
+96.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.3% | -0.2% | +2.0% |
| 7D | +0.5% | +0.9% | -0.4% | +0.1% |
| 30D | -15.3% | +3.8% | -19.1% | -16.5% |
| 3M | -18.2% | +0.1% | -18.3% | -18.4% |
| 6M | -38.4% | -1.0% | -37.4% | -38.7% |
| YTD | -37.7% | -4.1% | -33.6% | -37.7% |
| 1Y | -49.3% | -6.9% | -42.4% | -48.7% |
| 3Y | +10.6% | +35.6% | -25.0% | -3.1% |
| 5Y | +35.5% | +42.8% | -7.3% | +15.2% |
| 10Y | +251.6% | +160.2% | +91.4% | +158.0% |
| All | +251.6% | +155.4% | +96.2% | +158.0% |
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