+93.1%
ORCL vs PPG
-20.0%
+113.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.2% |
| 7D | +10.9% | -3.7% | +14.6% | +12.2% |
| 30D | +7.0% | -7.2% | +14.2% | +9.5% |
| 3M | -21.2% | -7.3% | -13.9% | -19.6% |
| 6M | +7.4% | +0.3% | +7.1% | +6.2% |
| YTD | -16.3% | +6.5% | -22.8% | -19.6% |
| 1Y | -32.3% | +0.5% | -32.8% | -33.8% |
| 3Y | +32.6% | -15.3% | +47.8% | +35.3% |
| 5Y | +93.1% | -22.9% | +116.0% | +99.2% |
| All | +93.1% | -20.0% | +113.1% | +99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling