+33,471.2%
ORCL vs PPG
+2,762.5%
+30,708.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.5% | +2.4% |
| 7D | +5.3% | -1.5% | +6.7% | +6.0% |
| 30D | +10.0% | -5.0% | +14.9% | +12.5% |
| 3M | -32.6% | +1.1% | -33.7% | -33.4% |
| 6M | +4.9% | -3.2% | +8.1% | +4.8% |
| YTD | -17.8% | +11.9% | -29.6% | -23.6% |
| 1Y | -28.0% | +5.3% | -33.3% | -31.7% |
| 3Y | +36.0% | -15.0% | +51.0% | +39.8% |
| 5Y | +88.7% | -19.6% | +108.3% | +93.6% |
| 10Y | +346.9% | +27.0% | +319.9% | +248.0% |
| All | +33,471.2% | +2,762.5% | +30,708.6% | +5,741.9% |
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