+9.3%
ORCL vs PPL
+56.9%
-47.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.8% | -7.7% | -6.7% |
| 7D | -17.5% | +1.0% | -18.5% | -17.2% |
| 30D | -20.2% | +6.8% | -27.0% | -19.0% |
| 3M | -19.9% | +3.9% | -23.8% | -19.4% |
| 6M | -37.4% | -2.0% | -35.4% | -37.3% |
| YTD | -40.1% | +5.3% | -45.4% | -39.6% |
| 1Y | -53.4% | +2.2% | -55.6% | -52.9% |
| All | +9.3% | +56.9% | -47.6% | +12.9% |
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 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