+32.7%
ORCL vs PEP
-12.5%
+45.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.7% | +2.9% |
| 7D | +5.3% | -1.4% | +6.7% | +5.0% |
| 30D | +10.0% | +0.2% | +9.7% | +10.0% |
| 3M | -32.6% | -1.1% | -31.5% | -32.5% |
| 6M | +4.9% | -13.5% | +18.4% | +3.3% |
| YTD | -17.8% | -1.2% | -16.6% | -18.5% |
| 1Y | -28.0% | -1.6% | -26.4% | -28.7% |
| All | +32.7% | -12.5% | +45.2% | +33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling