+10.6%
ORCL vs PCOR
+43.2%
-32.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.7% | +2.7% |
| 7D | +0.5% | +22.2% | -21.7% | -6.3% |
| 30D | -15.3% | +36.0% | -51.3% | -23.8% |
| 3M | -18.2% | +34.0% | -52.2% | -26.5% |
| 6M | -38.4% | +43.5% | -81.9% | -46.1% |
| YTD | -37.7% | +5.1% | -42.8% | -40.8% |
| 1Y | -49.3% | -3.9% | -45.3% | -50.4% |
| 3Y | +10.6% | +52.9% | -42.3% | -7.9% |
| All | +10.6% | +43.2% | -32.6% | -7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling