+93.1%
ORCL vs PG
+12.2%
+80.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.6% |
| 7D | +10.9% | -3.4% | +14.3% | +10.8% |
| 30D | +7.0% | -2.6% | +9.6% | +6.9% |
| 3M | -21.2% | -3.3% | -17.9% | -21.2% |
| 6M | +7.4% | -6.7% | +14.1% | +7.8% |
| YTD | -16.3% | +1.7% | -18.0% | -17.1% |
| 1Y | -32.3% | -7.9% | -24.4% | -31.8% |
| 3Y | +32.6% | +0.9% | +31.6% | +25.9% |
| 5Y | +93.1% | +12.6% | +80.5% | +75.3% |
| All | +93.1% | +12.2% | +80.9% | +75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling