-28.0%
ORCL vs PENG
+118.5%
-146.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.4% | -3.4% | +1.6% |
| 7D | +5.3% | +4.5% | +0.7% | +4.2% |
| 30D | +10.0% | -7.1% | +17.1% | +11.3% |
| 3M | -32.6% | -27.3% | -5.3% | -29.6% |
| 6M | +4.9% | +169.6% | -164.6% | -28.9% |
| YTD | -17.8% | +164.6% | -182.4% | -45.2% |
| 1Y | -28.0% | +109.5% | -137.5% | -57.9% |
| All | -28.0% | +118.5% | -146.5% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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