+242.0%
ORCL vs PPL
+62.9%
+179.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.8% | -7.7% | -7.1% |
| 7D | -17.5% | +1.0% | -18.5% | -17.8% |
| 30D | -20.2% | +6.8% | -27.0% | -21.7% |
| 3M | -19.9% | +3.9% | -23.8% | -20.9% |
| 6M | -37.4% | -2.0% | -35.4% | -37.4% |
| YTD | -40.1% | +5.3% | -45.4% | -41.6% |
| 1Y | -53.4% | +2.2% | -55.6% | -54.2% |
| 3Y | +10.4% | +56.7% | -46.3% | -7.4% |
| 5Y | +29.8% | +49.1% | -19.3% | +10.1% |
| All | +242.0% | +62.9% | +179.1% | +166.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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