+58.9%
ORCL vs PCOR
-10.3%
+69.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -11.2% | +22.7% | -33.9% | -16.1% |
| 30D | -18.8% | +37.5% | -56.3% | -25.5% |
| 3M | -18.8% | +35.2% | -54.0% | -25.5% |
| 6M | -39.7% | +42.2% | -82.0% | -45.6% |
| YTD | -39.6% | +3.6% | -43.2% | -41.8% |
| 1Y | -51.7% | -4.8% | -47.0% | -52.6% |
| 3Y | +10.2% | +48.3% | -38.1% | -3.5% |
| 5Y | +30.8% | -20.1% | +50.9% | +17.8% |
| All | +58.9% | -10.3% | +69.3% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling