+1,232.3%
ORCL vs PFG
+1,015.3%
+217.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +3.5% |
| 7D | +5.3% | +5.5% | -0.3% | +3.6% |
| 30D | +10.0% | +2.4% | +7.6% | +9.2% |
| 3M | -32.6% | +13.6% | -46.2% | -35.2% |
| 6M | +4.9% | +27.9% | -22.9% | -2.6% |
| YTD | -17.8% | +35.6% | -53.3% | -25.2% |
| 1Y | -28.0% | +48.5% | -76.5% | -36.5% |
| 3Y | +36.0% | +66.9% | -30.8% | +15.1% |
| 5Y | +88.7% | +111.0% | -22.2% | +47.5% |
| 10Y | +346.9% | +244.5% | +102.4% | +185.9% |
| All | +1,232.3% | +1,015.3% | +217.0% | +380.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling