+42.7%
ORCL vs PEG
+43.5%
-0.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.8% |
| 7D | +8.0% | +4.5% | +3.5% | +6.6% |
| 30D | -4.0% | +7.5% | -11.5% | -6.3% |
| 3M | -19.5% | +0.8% | -20.3% | -19.8% |
| 6M | -33.5% | 0.0% | -33.5% | -34.0% |
| YTD | -34.8% | -3.0% | -31.8% | -35.2% |
| 1Y | -41.6% | -4.7% | -36.9% | -41.5% |
| 3Y | +13.8% | +36.5% | -22.7% | +0.8% |
| All | +42.7% | +43.5% | -0.8% | +24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling