+316.5%
ORCL vs PFGC
+478.7%
-162.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.8% |
| 7D | +10.4% | +0.3% | +10.1% | +10.3% |
| 30D | -11.2% | +16.1% | -27.4% | -13.4% |
| 3M | -16.8% | +2.4% | -19.1% | -17.3% |
| 6M | -31.5% | +15.7% | -47.2% | -33.4% |
| YTD | -33.9% | +22.3% | -56.2% | -36.6% |
| 1Y | -43.3% | +13.9% | -57.1% | -45.0% |
| 3Y | +16.5% | +80.3% | -63.8% | +4.9% |
| 5Y | +45.4% | +136.1% | -90.7% | +25.0% |
| 10Y | +274.0% | +347.9% | -73.9% | +204.8% |
| All | +316.5% | +478.7% | -162.3% | +227.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling