+24,338.5%
ORCL vs PCAR
+12,836.9%
+11,501.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.6% | -5.4% | -6.3% |
| 7D | -17.5% | +2.2% | -19.6% | -18.3% |
| 30D | -20.2% | -4.4% | -15.7% | -18.9% |
| 3M | -19.9% | -21.4% | +1.5% | -11.9% |
| 6M | -37.4% | -7.3% | -30.1% | -36.1% |
| YTD | -40.1% | -3.8% | -36.4% | -40.4% |
| 1Y | -53.4% | +6.3% | -59.7% | -55.6% |
| 3Y | +10.4% | +34.4% | -24.0% | -7.2% |
| 5Y | +29.8% | +109.2% | -79.4% | -10.9% |
| 10Y | +249.2% | +312.9% | -63.7% | +72.7% |
| All | +24,338.5% | +12,836.9% | +11,501.7% | +2,978.5% |
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