+244.8%
ORCL vs PWR
+1,832.8%
-1,588.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.3% | -5.4% | -1.5% |
| 7D | -11.2% | -12.9% | +1.7% | -6.8% |
| 30D | -18.8% | -22.8% | +4.0% | -10.9% |
| 3M | -18.8% | -19.0% | +0.2% | -12.9% |
| 6M | -39.7% | -31.1% | -8.6% | -32.1% |
| YTD | -39.6% | +28.2% | -67.9% | -47.2% |
| 1Y | -51.7% | +22.2% | -73.9% | -56.9% |
| 3Y | +10.2% | +222.1% | -211.9% | -30.0% |
| 5Y | +30.8% | +364.1% | -333.2% | -28.0% |
| All | +244.8% | +1,832.8% | -1,588.1% | +15.7% |
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