+275.4%
ORCL vs PWR
+1,857.9%
-1,582.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +10.4% | +19.1% | -8.7% | +3.2% |
| 30D | -11.2% | -12.0% | +0.8% | -7.4% |
| 3M | -16.8% | -10.6% | -6.2% | -14.0% |
| 6M | -31.5% | -20.8% | -10.7% | -26.6% |
| YTD | -33.9% | +43.7% | -77.6% | -44.6% |
| 1Y | -43.3% | +35.0% | -78.2% | -51.2% |
| 3Y | +16.5% | +249.4% | -233.0% | -28.5% |
| 5Y | +45.4% | +422.1% | -376.7% | -23.6% |
| All | +275.4% | +1,857.9% | -1,582.4% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 10y: compounded portfolio wealth divided by compounded PWR 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…
10y analysis · Full analysis span regression · 6 months rolling