-43.3%
ORCL vs PEP
+2.4%
-45.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -1.9% |
| 7D | +10.4% | -0.3% | +10.7% | +10.1% |
| 30D | -11.2% | +11.8% | -23.0% | -3.0% |
| 3M | -16.8% | +3.7% | -20.4% | -13.0% |
| 6M | -31.5% | -4.3% | -27.2% | -31.5% |
| YTD | -33.9% | +2.1% | -36.1% | -33.5% |
| 1Y | -43.3% | +2.5% | -45.8% | -44.4% |
| All | -43.3% | +2.4% | -45.6% | -44.4% |
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