+33.3%
ORCL vs PBR
+98.1%
-64.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.5% | -1.2% | +1.7% |
| 7D | +15.0% | +2.5% | +12.5% | +14.4% |
| 30D | +10.5% | +19.4% | -8.8% | +6.7% |
| 3M | -23.0% | +20.8% | -43.8% | -26.2% |
| 6M | +7.0% | +23.5% | -16.5% | +1.0% |
| YTD | -15.8% | +83.4% | -99.2% | -28.3% |
| 1Y | -31.1% | +77.6% | -108.6% | -40.7% |
| 3Y | +33.3% | +99.9% | -66.6% | +9.3% |
| All | +33.3% | +98.1% | -64.8% | +9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling