+270.3%
ORCL vs PBR
+585.8%
-315.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.6% |
| 7D | +8.0% | -1.0% | +9.0% | +8.1% |
| 30D | -4.0% | -29.3% | +25.3% | +0.6% |
| 3M | -19.5% | +5.5% | -25.0% | -20.7% |
| 6M | -33.5% | -2.9% | -30.6% | -33.8% |
| YTD | -34.8% | +61.5% | -96.3% | -40.2% |
| 1Y | -41.6% | +46.9% | -88.5% | -45.7% |
| 3Y | +13.8% | +66.4% | -52.7% | +3.1% |
| 5Y | +43.4% | +460.3% | -416.9% | +6.2% |
| All | +270.3% | +585.8% | -315.5% | +149.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling