+10.2%
ORCL vs PCAR
+31.0%
-20.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.3% |
| 7D | -11.2% | +0.1% | -11.2% | -11.2% |
| 30D | -18.8% | -4.6% | -14.3% | -18.2% |
| 3M | -18.8% | -22.6% | +3.8% | -14.2% |
| 6M | -39.7% | -12.0% | -27.8% | -38.3% |
| YTD | -39.6% | -6.1% | -33.5% | -39.9% |
| 1Y | -51.7% | +6.3% | -58.1% | -53.7% |
| 3Y | +10.2% | +31.8% | -21.6% | -10.8% |
| All | +10.2% | +31.0% | -20.8% | -10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling