+91.4%
ORCL vs PFGC
+111.4%
-19.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.2% |
| 7D | +5.3% | -2.2% | +7.5% | +5.8% |
| 30D | +10.0% | -11.9% | +21.9% | +13.2% |
| 3M | -32.6% | +5.0% | -37.6% | -34.2% |
| 6M | +4.9% | +8.6% | -3.7% | +1.1% |
| YTD | -17.8% | +9.7% | -27.4% | -21.4% |
| 1Y | -28.0% | -6.3% | -21.7% | -28.1% |
| 3Y | +36.0% | +58.2% | -22.2% | +13.4% |
| All | +91.4% | +111.4% | -19.9% | +43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling