+91.4%
ORCL vs PPL
+39.5%
+51.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +5.3% | +2.7% | +2.6% | +5.0% |
| 30D | +10.0% | +0.5% | +9.5% | +9.9% |
| 3M | -32.6% | +0.7% | -33.2% | -32.8% |
| 6M | +4.9% | -7.6% | +12.5% | +5.9% |
| YTD | -17.8% | +1.8% | -19.6% | -18.6% |
| 1Y | -28.0% | -0.8% | -27.2% | -28.5% |
| 3Y | +36.0% | +56.9% | -20.9% | +15.9% |
| All | +91.4% | +39.5% | +51.9% | +78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling