+251.6%
ORCL vs PM
+228.8%
+22.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.4% | +5.6% | +3.7% |
| 7D | +0.5% | -7.3% | +7.8% | +2.2% |
| 30D | -15.3% | -4.0% | -11.3% | -14.7% |
| 3M | -18.2% | +2.7% | -21.0% | -19.2% |
| 6M | -38.4% | +14.9% | -53.3% | -41.4% |
| YTD | -37.7% | +23.5% | -61.2% | -42.5% |
| 1Y | -49.3% | +30.4% | -79.6% | -54.0% |
| 3Y | +10.6% | +143.2% | -132.6% | -22.6% |
| 5Y | +35.5% | +159.5% | -124.0% | -9.0% |
| 10Y | +251.6% | +234.7% | +16.9% | +111.0% |
| All | +251.6% | +228.8% | +22.8% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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