+270.3%
ORCL vs PEP
+92.7%
+177.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -2.1% |
| 7D | +8.0% | +2.9% | +5.1% | +6.9% |
| 30D | -4.0% | +12.5% | -16.5% | -8.4% |
| 3M | -19.5% | +4.5% | -24.0% | -21.1% |
| 6M | -33.5% | -0.5% | -33.0% | -34.0% |
| YTD | -34.8% | +4.4% | -39.3% | -37.7% |
| 1Y | -41.6% | +4.4% | -46.0% | -44.3% |
| 3Y | +13.8% | -3.4% | +17.2% | +9.3% |
| 5Y | +43.4% | +5.2% | +38.2% | +29.0% |
| All | +270.3% | +92.7% | +177.5% | +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