+26,501.0%
ORCL vs PG
+4,726.8%
+21,774.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.4% | -1.8% |
| 7D | +8.0% | +2.7% | +5.3% | +6.9% |
| 30D | -4.0% | +9.2% | -13.2% | -7.4% |
| 3M | -19.5% | +18.5% | -37.9% | -24.9% |
| 6M | -33.5% | +21.1% | -54.5% | -38.9% |
| YTD | -34.8% | +21.9% | -56.8% | -41.0% |
| 1Y | -41.6% | +18.1% | -59.7% | -46.6% |
| 3Y | +13.8% | +20.6% | -6.8% | +0.8% |
| 5Y | +43.4% | +31.8% | +11.6% | +21.6% |
| 10Y | +268.8% | +166.5% | +102.4% | +134.8% |
| All | +26,501.0% | +4,726.8% | +21,774.2% | +3,666.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling