+893.6%
ORCL vs PFG
+1,008.7%
-115.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.7% |
| 7D | -6.5% | +3.0% | -9.5% | -7.3% |
| 30D | -16.6% | +8.2% | -24.7% | -18.5% |
| 3M | -21.6% | +2.7% | -24.3% | -22.4% |
| 6M | -39.4% | +17.2% | -56.6% | -42.4% |
| YTD | -38.7% | +34.8% | -73.4% | -44.3% |
| 1Y | -50.4% | +43.6% | -93.9% | -55.8% |
| 3Y | +8.1% | +85.4% | -77.3% | -11.4% |
| 5Y | +34.5% | +102.2% | -67.6% | +6.3% |
| 10Y | +246.0% | +190.2% | +55.8% | +131.7% |
| All | +893.6% | +1,008.7% | -115.1% | +257.7% |
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