+29.5%
ORCL vs PEP
+1.2%
+28.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.2% | -7.1% | -6.9% |
| 7D | -17.5% | +6.7% | -24.2% | -17.4% |
| 30D | -20.2% | +13.5% | -33.7% | -20.2% |
| 3M | -19.9% | +3.9% | -23.9% | -19.7% |
| 6M | -37.4% | -6.0% | -31.4% | -36.7% |
| YTD | -40.1% | +2.5% | -42.6% | -40.8% |
| 1Y | -53.4% | +3.9% | -57.3% | -54.1% |
| 3Y | +10.4% | -4.7% | +15.1% | +8.7% |
| All | +29.5% | +1.2% | +28.3% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling