+91.4%
ORCL vs PFG
+110.8%
-19.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +3.7% |
| 7D | +5.3% | +5.5% | -0.3% | +3.0% |
| 30D | +10.0% | +2.4% | +7.6% | +8.9% |
| 3M | -32.6% | +13.6% | -46.2% | -36.1% |
| 6M | +4.9% | +27.9% | -22.9% | -5.2% |
| YTD | -17.8% | +35.6% | -53.3% | -27.8% |
| 1Y | -28.0% | +48.5% | -76.5% | -39.6% |
| 3Y | +36.0% | +66.9% | -30.8% | +7.3% |
| All | +91.4% | +110.8% | -19.4% | +31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling