+27,144.0%
ORCL vs PNC
+3,903.5%
+23,240.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.3% | +8.5% | +8.7% |
| 7D | +3.8% | -0.6% | +4.4% | +4.1% |
| 30D | -6.6% | +5.8% | -12.4% | -8.4% |
| 3M | -11.4% | -7.9% | -3.5% | -9.0% |
| 6M | -33.3% | +10.0% | -43.3% | -35.8% |
| YTD | -33.3% | +14.8% | -48.1% | -37.0% |
| 1Y | -44.9% | +29.7% | -74.6% | -50.3% |
| 3Y | +17.6% | +114.4% | -96.8% | -12.2% |
| 5Y | +46.1% | +36.0% | +10.1% | +25.2% |
| 10Y | +277.8% | +204.7% | +73.0% | +131.2% |
| All | +27,144.0% | +3,903.5% | +23,240.5% | +4,364.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling