+195.8%
ORCL vs PENG
+520.3%
-324.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -23.0% | +16.1% | -2.8% |
| 7D | -17.5% | -36.7% | +19.2% | -10.8% |
| 30D | -20.2% | -42.0% | +21.9% | -12.7% |
| 3M | -19.9% | -33.2% | +13.3% | -15.0% |
| 6M | -37.4% | +2.1% | -39.5% | -39.7% |
| YTD | -40.1% | +90.3% | -130.4% | -48.5% |
| 1Y | -53.4% | +67.7% | -121.0% | -59.1% |
| 3Y | +10.4% | +154.2% | -143.8% | -11.2% |
| 5Y | +29.8% | +28.3% | +1.5% | +9.1% |
| All | +195.8% | +520.3% | -324.6% | +94.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling