+33,471.1%
ORCL vs PEP
+3,172.7%
+30,298.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.7% | +3.3% |
| 7D | +5.3% | -1.4% | +6.7% | +5.8% |
| 30D | +10.0% | +0.2% | +9.7% | +9.8% |
| 3M | -32.6% | -1.1% | -31.5% | -32.7% |
| 6M | +4.9% | -13.5% | +18.4% | +9.8% |
| YTD | -17.8% | -1.2% | -16.6% | -19.0% |
| 1Y | -28.0% | -1.6% | -26.4% | -29.3% |
| 3Y | +36.0% | -12.5% | +48.5% | +37.3% |
| 5Y | +88.7% | +3.0% | +85.7% | +77.1% |
| 10Y | +346.9% | +73.9% | +273.0% | +236.5% |
| All | +33,471.1% | +3,172.7% | +30,298.5% | +6,025.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling