+655.1%
ORCL vs PM
+841.2%
-186.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.6% | -2.3% | -5.3% |
| 7D | -17.5% | -3.4% | -14.1% | -16.4% |
| 30D | -20.2% | +5.8% | -26.0% | -22.2% |
| 3M | -19.9% | +6.7% | -26.6% | -22.5% |
| 6M | -37.4% | +19.9% | -57.3% | -42.8% |
| YTD | -40.1% | +27.8% | -67.9% | -47.4% |
| 1Y | -53.4% | +39.4% | -92.8% | -60.7% |
| 3Y | +10.4% | +146.9% | -136.5% | -31.0% |
| 5Y | +29.8% | +166.6% | -136.9% | -23.4% |
| 10Y | +249.2% | +242.1% | +7.1% | +70.6% |
| All | +655.1% | +841.2% | -186.2% | +94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling