-37.4%
ORCL vs PEP
-5.4%
-32.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.2% | -7.1% | -6.8% |
| 7D | -17.5% | +6.7% | -24.2% | -12.7% |
| 30D | -20.2% | +13.5% | -33.7% | -11.4% |
| 3M | -19.9% | +3.9% | -23.9% | -15.5% |
| 6M | -37.4% | -6.0% | -31.4% | -39.6% |
| All | -37.4% | -5.4% | -32.0% | -39.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling