+26,157.2%
ORCL vs PCAR
+13,042.4%
+13,114.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.0% | -6.0% | -3.6% |
| 7D | -14.4% | +3.7% | -18.0% | -15.8% |
| 30D | -12.8% | -2.9% | -9.9% | -12.1% |
| 3M | -14.8% | -21.7% | +6.9% | -6.1% |
| 6M | -30.9% | -6.6% | -24.2% | -29.7% |
| YTD | -35.7% | -2.2% | -33.4% | -36.4% |
| 1Y | -49.5% | +12.2% | -61.7% | -53.0% |
| 3Y | +18.6% | +36.5% | -17.9% | -0.9% |
| 5Y | +38.4% | +113.5% | -75.1% | -5.8% |
| 10Y | +275.2% | +319.4% | -44.2% | +84.3% |
| All | +26,157.2% | +13,042.4% | +13,114.8% | +3,184.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling