+270.3%
ORCL vs PWR
+1,844.4%
-1,574.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | +8.0% | +11.3% | -3.3% | +3.7% |
| 30D | -4.0% | -8.9% | +4.9% | -1.2% |
| 3M | -19.5% | -10.5% | -9.0% | -16.8% |
| 6M | -33.5% | -22.2% | -11.3% | -28.3% |
| YTD | -34.8% | +42.7% | -77.6% | -45.3% |
| 1Y | -41.6% | +41.1% | -82.7% | -50.7% |
| 3Y | +13.8% | +242.7% | -229.0% | -29.7% |
| 5Y | +43.4% | +418.5% | -375.2% | -24.4% |
| All | +270.3% | +1,844.4% | -1,574.2% | +19.1% |
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