+32.7%
ORCL vs PEG
+34.5%
-1.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.1% |
| 7D | +5.3% | +0.7% | +4.6% | +5.1% |
| 30D | +10.0% | -2.4% | +12.4% | +10.6% |
| 3M | -32.6% | -4.8% | -27.8% | -32.0% |
| 6M | +4.9% | -10.7% | +15.6% | +7.7% |
| YTD | -17.8% | -6.7% | -11.1% | -17.5% |
| 1Y | -28.0% | -6.8% | -21.1% | -27.9% |
| All | +32.7% | +34.5% | -1.9% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling