+32.9%
ORCL vs PG
+2.7%
+30.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +2.9% | +2.1% |
| 7D | +15.0% | -0.4% | +15.4% | +14.8% |
| 30D | +10.5% | -0.1% | +10.7% | +10.5% |
| 3M | -23.0% | +1.1% | -24.1% | -22.4% |
| 6M | +7.0% | -3.8% | +10.8% | +6.9% |
| YTD | -15.8% | +3.8% | -19.7% | -14.4% |
| 1Y | -31.1% | -5.8% | -25.3% | -30.5% |
| All | +32.9% | +2.7% | +30.1% | +42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling