+9.3%
ORCL vs PWR
+202.1%
-192.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -12.3% | +5.4% | -1.2% |
| 7D | -17.5% | -19.9% | +2.4% | -9.0% |
| 30D | -20.2% | -29.3% | +9.1% | -6.9% |
| 3M | -19.9% | -25.5% | +5.5% | -9.4% |
| 6M | -37.4% | -34.0% | -3.4% | -25.8% |
| YTD | -40.1% | +20.7% | -60.8% | -50.1% |
| 1Y | -53.4% | +12.3% | -65.7% | -59.5% |
| All | +9.3% | +202.1% | -192.8% | -36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling