+10.2%
ORCL vs PPL
+56.0%
-45.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.7% |
| 7D | -11.2% | +0.4% | -11.6% | -11.0% |
| 30D | -18.8% | +5.4% | -24.3% | -17.9% |
| 3M | -18.8% | +4.3% | -23.0% | -18.1% |
| 6M | -39.7% | -1.3% | -38.4% | -39.6% |
| YTD | -39.6% | +4.7% | -44.3% | -39.2% |
| 1Y | -51.7% | +1.3% | -53.0% | -51.3% |
| 3Y | +10.2% | +57.2% | -47.0% | +13.7% |
| All | +10.2% | +56.0% | -45.8% | +13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling