+26,501.0%
ORCL vs PPG
+3,036.2%
+23,464.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +8.0% | +0.7% | +7.2% | +7.6% |
| 30D | -4.0% | +17.6% | -21.5% | -11.0% |
| 3M | -19.5% | +7.5% | -26.9% | -22.3% |
| 6M | -33.5% | +17.6% | -51.1% | -38.9% |
| YTD | -34.8% | +22.6% | -57.4% | -42.1% |
| 1Y | -41.6% | +28.0% | -69.6% | -49.4% |
| 3Y | +13.8% | +1.8% | +12.0% | +7.4% |
| 5Y | +43.4% | -15.5% | +58.9% | +43.6% |
| 10Y | +268.8% | +54.9% | +213.9% | +161.5% |
| All | +26,501.0% | +3,036.2% | +23,464.8% | +4,324.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling