+33,471.1%
ORCL vs PPL
+2,096.5%
+31,374.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +5.3% | +2.7% | +2.6% | +4.4% |
| 30D | +10.0% | +0.5% | +9.5% | +9.7% |
| 3M | -32.6% | +0.7% | -33.2% | -33.0% |
| 6M | +4.9% | -7.6% | +12.5% | +6.8% |
| YTD | -17.8% | +1.8% | -19.6% | -19.1% |
| 1Y | -28.0% | -0.8% | -27.2% | -28.8% |
| 3Y | +36.0% | +56.9% | -20.9% | +13.5% |
| 5Y | +88.7% | +39.5% | +49.2% | +62.9% |
| 10Y | +346.9% | +55.4% | +291.5% | +257.4% |
| All | +33,471.1% | +2,096.5% | +31,374.7% | +8,061.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling