+247.2%
ORCL vs PFGC
+362.5%
-115.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | -6.5% | +15.0% | -21.5% | -8.5% |
| 30D | -16.6% | +17.0% | -33.6% | -18.7% |
| 3M | -21.6% | -2.5% | -19.2% | -21.6% |
| 6M | -39.4% | +19.2% | -58.6% | -41.4% |
| YTD | -38.7% | +23.4% | -62.1% | -41.2% |
| 1Y | -50.4% | +13.9% | -64.2% | -51.9% |
| 3Y | +8.1% | +82.0% | -73.9% | -2.9% |
| 5Y | +34.5% | +128.7% | -94.1% | +15.9% |
| All | +247.2% | +362.5% | -115.3% | +189.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling