+29.8%
ORCL vs PCAR
+108.5%
-78.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.6% | -5.4% | -6.5% |
| 7D | -17.5% | +2.2% | -19.6% | -18.0% |
| 30D | -20.2% | -4.4% | -15.7% | -19.2% |
| 3M | -19.9% | -21.4% | +1.5% | -13.9% |
| 6M | -37.4% | -7.3% | -30.1% | -36.5% |
| YTD | -40.1% | -3.8% | -36.4% | -40.6% |
| 1Y | -53.4% | +6.3% | -59.7% | -55.5% |
| 3Y | +10.4% | +34.4% | -24.0% | -8.4% |
| 5Y | +29.8% | +109.2% | -79.4% | -17.2% |
| All | +29.8% | +108.5% | -78.8% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling