+116.6%
ORCL vs PCOR
-30.9%
+147.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.3% | +7.3% | +4.2% |
| 7D | +5.3% | -9.0% | +14.2% | +7.8% |
| 30D | +10.0% | +4.2% | +5.8% | +8.7% |
| 3M | -32.6% | +14.4% | -47.0% | -35.1% |
| 6M | +4.9% | +0.2% | +4.8% | +3.7% |
| YTD | -17.8% | -20.3% | +2.5% | -14.6% |
| 1Y | -28.0% | -16.1% | -11.9% | -26.6% |
| 3Y | +36.0% | -14.7% | +50.7% | +35.2% |
| 5Y | +88.7% | -43.2% | +131.9% | +83.0% |
| All | +116.6% | -30.9% | +147.5% | +108.8% |
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