+328.9%
ORCL vs PBR
+697.0%
-368.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.6% |
| 7D | -5.4% | +5.4% | -10.7% | -6.1% |
| 30D | -2.0% | +22.9% | -24.8% | -5.0% |
| 3M | -18.1% | +19.6% | -37.7% | -20.5% |
| 6M | -7.2% | +16.5% | -23.7% | -9.9% |
| YTD | -22.2% | +86.7% | -108.8% | -29.6% |
| 1Y | -50.6% | +74.7% | -125.3% | -55.0% |
| 3Y | +22.9% | +102.6% | -79.7% | +8.8% |
| 5Y | +79.3% | +566.6% | -487.3% | +30.0% |
| All | +328.9% | +697.0% | -368.1% | +178.6% |
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