+26,157.2%
ORCL vs PPL
+2,153.2%
+24,004.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -2.0% | -2.0% |
| 7D | -14.4% | +1.8% | -16.2% | -15.0% |
| 30D | -12.8% | +8.4% | -21.2% | -15.2% |
| 3M | -14.8% | +2.4% | -17.2% | -15.6% |
| 6M | -30.9% | -4.0% | -26.9% | -30.5% |
| YTD | -35.7% | +4.5% | -40.1% | -37.3% |
| 1Y | -49.5% | +1.7% | -51.2% | -50.4% |
| 3Y | +18.6% | +55.5% | -36.9% | -0.6% |
| 5Y | +38.4% | +47.0% | -8.6% | +17.3% |
| 10Y | +275.2% | +62.4% | +212.8% | +195.6% |
| All | +26,157.2% | +2,153.2% | +24,004.0% | +6,222.1% |
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