+93.1%
ORCL vs PBR
+566.8%
-473.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | +10.9% | +0.3% | +10.6% | +10.8% |
| 30D | +7.0% | +17.5% | -10.5% | +4.6% |
| 3M | -21.2% | +20.9% | -42.1% | -23.4% |
| 6M | +7.4% | +20.2% | -12.9% | +4.0% |
| YTD | -16.3% | +84.3% | -100.6% | -24.0% |
| 1Y | -32.3% | +77.1% | -109.4% | -38.1% |
| 3Y | +32.6% | +100.8% | -68.3% | +18.7% |
| 5Y | +93.1% | +556.1% | -463.0% | +51.4% |
| All | +93.1% | +566.8% | -473.7% | +51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling