-28.0%
ORCL vs PNC
+23.0%
-51.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.1% |
| 7D | +5.3% | +1.4% | +3.9% | +5.3% |
| 30D | +10.0% | -3.8% | +13.8% | +9.4% |
| 3M | -32.6% | +9.0% | -41.6% | -31.9% |
| 6M | +4.9% | +16.6% | -11.7% | +5.4% |
| YTD | -17.8% | +20.4% | -38.2% | -16.2% |
| 1Y | -28.0% | +22.3% | -50.3% | -19.7% |
| All | -28.0% | +23.0% | -51.0% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 1y: compounded portfolio wealth divided by compounded PNC 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…
1y analysis · Full analysis span regression · 6 months rolling