+336.5%
ORCL vs PPG
+26.3%
+310.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.0% | -3.4% | -4.7% |
| 7D | -0.7% | -5.1% | +4.4% | +1.2% |
| 30D | +5.1% | -9.6% | +14.7% | +9.1% |
| 3M | -23.7% | -6.4% | -17.3% | -22.2% |
| 6M | +3.1% | +0.5% | +2.6% | +1.7% |
| YTD | -20.8% | +4.4% | -25.2% | -23.6% |
| 1Y | -52.9% | -0.9% | -52.0% | -53.8% |
| 3Y | +25.4% | -17.0% | +42.4% | +29.6% |
| 5Y | +82.4% | -23.7% | +106.1% | +90.7% |
| All | +336.5% | +26.3% | +310.2% | +257.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PPG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling