+34.5%
ORCL vs PM
+159.5%
-125.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.5% |
| 7D | -6.5% | -6.6% | +0.1% | -6.6% |
| 30D | -16.6% | -3.4% | -13.1% | -16.5% |
| 3M | -21.6% | +5.3% | -26.9% | -21.7% |
| 6M | -39.4% | +15.5% | -54.9% | -39.9% |
| YTD | -38.7% | +24.3% | -62.9% | -40.0% |
| 1Y | -50.4% | +29.7% | -80.1% | -51.8% |
| 3Y | +8.1% | +144.9% | -136.8% | -13.0% |
| 5Y | +34.5% | +159.0% | -124.5% | +0.7% |
| All | +34.5% | +159.5% | -125.0% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling