+336.5%
ORCL vs PG
+118.2%
+218.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.5% |
| 7D | -0.7% | -2.7% | +2.0% | +0.2% |
| 30D | +5.1% | -1.5% | +6.7% | +5.6% |
| 3M | -23.7% | -3.4% | -20.4% | -23.1% |
| 6M | +3.1% | -7.0% | +10.1% | +4.9% |
| YTD | -20.8% | +2.0% | -22.8% | -23.1% |
| 1Y | -52.9% | -6.5% | -46.4% | -52.7% |
| 3Y | +25.4% | +1.2% | +24.3% | +16.7% |
| 5Y | +82.4% | +12.8% | +69.6% | +56.2% |
| All | +336.5% | +118.2% | +218.3% | +166.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 PG 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