+94.3%
ORCL vs PNC
+52.4%
+41.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.7% |
| 7D | +15.0% | +2.3% | +12.7% | +14.2% |
| 30D | +10.5% | -3.8% | +14.4% | +11.8% |
| 3M | -23.0% | +7.8% | -30.8% | -25.0% |
| 6M | +7.0% | +19.7% | -12.7% | +0.6% |
| YTD | -15.8% | +19.1% | -34.9% | -21.1% |
| 1Y | -31.1% | +23.1% | -54.2% | -36.3% |
| 3Y | +33.3% | +132.1% | -98.8% | -2.2% |
| 5Y | +94.3% | +52.2% | +42.1% | +67.2% |
| All | +94.3% | +52.4% | +41.9% | +67.2% |
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