-28.0%
ORCL vs PFG
+51.4%
-79.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +3.2% |
| 7D | +5.3% | +5.5% | -0.3% | +4.6% |
| 30D | +10.0% | +2.4% | +7.6% | +9.3% |
| 3M | -32.6% | +13.6% | -46.2% | -32.5% |
| 6M | +4.9% | +27.9% | -22.9% | +4.8% |
| YTD | -17.8% | +35.6% | -53.3% | -15.7% |
| 1Y | -28.0% | +48.5% | -76.5% | -21.2% |
| All | -28.0% | +51.4% | -79.4% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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