-49.5%
ORCL vs PENG
+120.5%
-170.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -9.1% | +7.2% | +0.3% |
| 7D | -14.4% | -20.5% | +6.1% | -9.7% |
| 30D | -12.8% | -20.4% | +7.5% | -8.4% |
| 3M | -14.8% | -16.4% | +1.6% | -12.1% |
| 6M | -30.9% | +49.2% | -80.1% | -41.7% |
| YTD | -35.7% | +147.2% | -182.9% | -54.8% |
| 1Y | -49.5% | +124.7% | -174.2% | -62.8% |
| All | -49.5% | +120.5% | -170.0% | -62.8% |
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