-28.0%
ORCL vs PEP
-4.0%
-24.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.8% | +2.0% |
| 7D | +5.3% | -2.4% | +7.7% | +3.7% |
| 30D | +10.0% | -0.8% | +10.8% | +9.5% |
| 3M | -32.6% | -2.2% | -30.4% | -33.0% |
| 6M | +4.9% | -14.4% | +19.3% | -3.0% |
| YTD | -17.8% | -2.2% | -15.5% | -19.8% |
| 1Y | -28.0% | -2.6% | -25.4% | -30.6% |
| All | -28.0% | -4.0% | -24.0% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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