+877.8%
ORCL vs PFG
+960.1%
-82.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.3% |
| 7D | -11.2% | -0.6% | -10.5% | -11.0% |
| 30D | -18.8% | +2.0% | -20.8% | -19.4% |
| 3M | -18.8% | -3.2% | -15.6% | -18.2% |
| 6M | -39.7% | +10.9% | -50.7% | -41.8% |
| YTD | -39.6% | +28.8% | -68.5% | -44.4% |
| 1Y | -51.7% | +39.2% | -90.9% | -56.6% |
| 3Y | +10.2% | +75.0% | -64.8% | -8.1% |
| 5Y | +30.8% | +91.9% | -61.1% | +4.9% |
| 10Y | +252.1% | +202.3% | +49.8% | +133.3% |
| All | +877.8% | +960.1% | -82.4% | +256.7% |
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