+251.6%
ORCL vs PEP
+81.7%
+169.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.8% | +3.0% |
| 7D | +0.5% | +1.0% | -0.6% | 0.0% |
| 30D | -15.3% | +12.6% | -27.9% | -19.3% |
| 3M | -18.2% | +3.1% | -21.4% | -19.6% |
| 6M | -38.4% | -6.3% | -32.1% | -37.5% |
| YTD | -37.7% | +1.9% | -39.6% | -40.0% |
| 1Y | -49.3% | +3.3% | -52.5% | -51.5% |
| 3Y | +10.6% | -4.8% | +15.5% | +6.6% |
| 5Y | +35.5% | +2.0% | +33.5% | +23.5% |
| 10Y | +251.6% | +80.3% | +171.3% | +136.9% |
| All | +251.6% | +81.7% | +169.9% | +136.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling