+7.1%
ORCL vs PFG
+86.6%
-79.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.7% |
| 7D | -6.5% | +3.0% | -9.5% | -7.5% |
| 30D | -16.6% | +8.2% | -24.7% | -18.9% |
| 3M | -21.6% | +2.7% | -24.3% | -22.6% |
| 6M | -39.4% | +17.2% | -56.6% | -43.2% |
| YTD | -38.7% | +34.8% | -73.4% | -46.0% |
| 1Y | -50.4% | +43.6% | -93.9% | -57.6% |
| All | +7.1% | +86.6% | -79.5% | -19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling