+36.6%
ORCL vs PNC
+34.3%
+2.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.6% | +0.6% | +2.4% |
| 7D | +0.5% | -0.2% | +0.6% | +0.5% |
| 30D | -15.3% | +6.5% | -21.8% | -16.9% |
| 3M | -18.2% | -7.6% | -10.6% | -16.4% |
| 6M | -38.4% | +8.5% | -46.9% | -40.3% |
| YTD | -37.7% | +14.5% | -52.2% | -40.9% |
| 1Y | -49.3% | +29.7% | -79.0% | -54.0% |
| 3Y | +10.6% | +115.7% | -105.0% | -16.2% |
| All | +36.6% | +34.3% | +2.3% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling