+570.3%
ORCL vs PSLV
+117.0%
+453.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.2% |
| 7D | +5.3% | -0.6% | +5.9% | +5.4% |
| 30D | +10.0% | +7.3% | +2.7% | +9.0% |
| 3M | -32.6% | -7.4% | -25.2% | -32.0% |
| 6M | +4.9% | -20.3% | +25.2% | +7.3% |
| YTD | -17.8% | -8.2% | -9.5% | -18.4% |
| 1Y | -28.0% | +57.9% | -85.9% | -33.1% |
| 3Y | +36.0% | +162.1% | -126.1% | +19.0% |
| 5Y | +88.7% | +151.2% | -62.4% | +64.5% |
| 10Y | +346.9% | +191.7% | +155.2% | +275.1% |
| All | +570.3% | +117.0% | +453.3% | +435.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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