-49.5%
ORCL vs PBR
+74.7%
-124.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -7.0% | +5.0% | -2.1% |
| 7D | -14.4% | -11.0% | -3.4% | -14.6% |
| 30D | -12.8% | -18.8% | +5.9% | -13.3% |
| 3M | -14.8% | +7.8% | -22.6% | -15.4% |
| 6M | -30.9% | -7.6% | -23.3% | -30.7% |
| YTD | -35.7% | +72.7% | -108.3% | -38.6% |
| 1Y | -49.5% | +72.9% | -122.4% | -52.8% |
| All | -49.5% | +74.7% | -124.2% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling