+46.1%
ORCL vs PENG
+68.7%
-22.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +10.3% | -1.5% | +6.4% |
| 7D | +3.8% | +1.9% | +1.9% | +2.6% |
| 30D | -6.6% | -37.8% | +31.2% | +2.8% |
| 3M | -11.4% | -14.1% | +2.7% | -9.9% |
| 6M | -33.3% | +13.1% | -46.4% | -38.4% |
| YTD | -33.3% | +151.8% | -185.0% | -49.4% |
| 1Y | -44.9% | +136.0% | -180.9% | -57.6% |
| 3Y | +17.6% | +217.9% | -200.3% | -17.4% |
| 5Y | +46.1% | +64.1% | -18.0% | +10.2% |
| All | +46.1% | +68.7% | -22.6% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling