+33,471.2%
ORCL vs PG
+4,035.3%
+29,435.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.2% |
| 7D | +5.3% | +1.9% | +3.4% | +4.5% |
| 30D | +10.0% | -0.2% | +10.2% | +10.0% |
| 3M | -32.6% | +4.8% | -37.4% | -34.2% |
| 6M | +4.9% | -6.1% | +11.0% | +6.3% |
| YTD | -17.8% | +4.5% | -22.2% | -20.6% |
| 1Y | -28.0% | -5.3% | -22.7% | -28.2% |
| 3Y | +36.0% | +2.6% | +33.5% | +28.9% |
| 5Y | +88.7% | +15.6% | +73.1% | +68.9% |
| 10Y | +346.9% | +118.0% | +228.9% | +208.4% |
| All | +33,471.2% | +4,035.3% | +29,435.8% | +4,966.9% |
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