+279.2%
ORCL vs PPG
+56.9%
+222.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.4% | +8.4% | +8.7% |
| 7D | +3.8% | -1.2% | +5.0% | +4.3% |
| 30D | -6.6% | +21.2% | -27.8% | -13.1% |
| 3M | -11.4% | +8.2% | -19.7% | -14.2% |
| 6M | -33.3% | +17.2% | -50.5% | -37.7% |
| YTD | -33.3% | +25.0% | -58.2% | -39.9% |
| 1Y | -44.9% | +33.5% | -78.4% | -51.9% |
| 3Y | +17.6% | +4.2% | +13.5% | +11.3% |
| 5Y | +46.1% | -12.7% | +58.7% | +45.6% |
| All | +279.2% | +56.9% | +222.3% | +183.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling