+91.4%
ORCL vs PWR
+443.9%
-352.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +2.8% |
| 7D | +5.3% | +3.6% | +1.7% | +3.8% |
| 30D | +10.0% | -8.6% | +18.5% | +13.7% |
| 3M | -32.6% | -13.2% | -19.4% | -29.3% |
| 6M | +4.9% | +9.9% | -5.0% | -2.4% |
| YTD | -17.8% | +48.0% | -65.8% | -33.7% |
| 1Y | -28.0% | +66.2% | -94.2% | -44.8% |
| 3Y | +36.0% | +195.1% | -159.1% | -16.1% |
| All | +91.4% | +443.9% | -352.4% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling