+198.2%
ORCL vs PENG
+597.2%
-399.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +12.4% | -11.6% | -1.4% |
| 7D | -11.2% | -19.4% | +8.3% | -8.1% |
| 30D | -18.8% | -42.4% | +23.6% | -11.2% |
| 3M | -18.8% | -25.6% | +6.9% | -15.5% |
| 6M | -39.7% | +7.3% | -47.0% | -42.5% |
| YTD | -39.6% | +113.9% | -153.5% | -49.2% |
| 1Y | -51.7% | +93.6% | -145.3% | -58.8% |
| 3Y | +10.2% | +170.2% | -160.0% | -12.6% |
| 5Y | +30.8% | +44.2% | -13.4% | +7.6% |
| All | +198.2% | +597.2% | -399.0% | +91.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling