+34.5%
ORCL vs PCAR
+117.7%
-83.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -6.5% | +3.8% | -10.3% | -7.6% |
| 30D | -16.6% | -2.0% | -14.6% | -16.2% |
| 3M | -21.6% | -19.1% | -2.5% | -16.5% |
| 6M | -39.4% | -6.8% | -32.6% | -38.5% |
| YTD | -38.7% | -2.5% | -36.2% | -39.4% |
| 1Y | -50.4% | +9.7% | -60.0% | -53.2% |
| 3Y | +8.1% | +34.0% | -25.9% | -10.0% |
| 5Y | +34.5% | +113.3% | -78.8% | -15.0% |
| All | +34.5% | +117.7% | -83.1% | -15.0% |
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