-28.0%
ORCL vs PCAR
+32.4%
-60.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.1% |
| 7D | +5.3% | -0.5% | +5.8% | +5.2% |
| 30D | +10.0% | -6.2% | +16.2% | +9.8% |
| 3M | -32.6% | +5.9% | -38.5% | -32.2% |
| 6M | +4.9% | +0.4% | +4.5% | +4.7% |
| YTD | -17.8% | +14.8% | -32.6% | -17.2% |
| 1Y | -28.0% | +30.1% | -58.1% | -23.9% |
| All | -28.0% | +32.4% | -60.3% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 1y: compounded portfolio wealth divided by compounded PCAR 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…
1y analysis · Full analysis span regression · 6 months rolling