+15.4%
ORCL vs PPG
+2.4%
+12.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.5% |
| 7D | +10.4% | -0.2% | +10.5% | +10.4% |
| 30D | -11.2% | +17.7% | -29.0% | -14.7% |
| 3M | -16.8% | +7.4% | -24.2% | -18.3% |
| 6M | -31.5% | +16.4% | -47.9% | -34.3% |
| YTD | -33.9% | +22.4% | -56.3% | -38.2% |
| 1Y | -43.3% | +28.6% | -71.8% | -47.9% |
| All | +15.4% | +2.4% | +12.9% | -3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling