+399.6%
ORCL vs PBR
+1,797.5%
-1,398.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.9% | +5.0% | +3.5% |
| 7D | +5.3% | +8.6% | -3.3% | +3.4% |
| 30D | +10.0% | +12.8% | -2.8% | +7.1% |
| 3M | -32.6% | +14.7% | -47.3% | -34.7% |
| 6M | +4.9% | +25.2% | -20.2% | -0.6% |
| YTD | -17.8% | +77.1% | -94.9% | -27.5% |
| 1Y | -28.0% | +69.6% | -97.5% | -36.0% |
| 3Y | +36.0% | +95.6% | -59.6% | +15.8% |
| 5Y | +88.7% | +501.8% | -413.0% | +22.6% |
| 10Y | +346.9% | +640.6% | -293.7% | +138.7% |
| All | +399.6% | +1,797.5% | -1,398.0% | +51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling