+251.6%
ORCL vs PCAR
+326.7%
-75.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.7% | -0.5% | +1.8% |
| 7D | +0.5% | +2.9% | -2.4% | -0.7% |
| 30D | -15.3% | -2.1% | -13.1% | -14.8% |
| 3M | -18.2% | -20.4% | +2.1% | -11.1% |
| 6M | -38.4% | -7.0% | -31.5% | -37.4% |
| YTD | -37.7% | -2.6% | -35.1% | -38.4% |
| 1Y | -49.3% | +9.8% | -59.0% | -52.4% |
| 3Y | +10.6% | +37.3% | -26.6% | -8.9% |
| 5Y | +35.5% | +116.4% | -80.9% | -11.1% |
| 10Y | +251.6% | +293.0% | -41.4% | +81.1% |
| All | +251.6% | +326.7% | -75.1% | +81.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling