+57.6%
ORCL vs PCOR
-10.0%
+67.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | 0.0% | -6.9% | -6.9% |
| 7D | -17.5% | +23.7% | -41.2% | -22.2% |
| 30D | -20.2% | +39.0% | -59.2% | -26.9% |
| 3M | -19.9% | +35.8% | -55.7% | -26.6% |
| 6M | -37.4% | +38.2% | -75.7% | -43.1% |
| YTD | -40.1% | +3.9% | -44.1% | -42.3% |
| 1Y | -53.4% | +5.7% | -59.1% | -55.4% |
| 3Y | +10.4% | +44.8% | -34.4% | -2.9% |
| 5Y | +29.8% | -19.8% | +49.5% | +16.8% |
| All | +57.6% | -10.0% | +67.6% | +41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling