-49.5%
ORCL vs PNR
-31.2%
-18.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.3% | -5.2% | -2.2% |
| 7D | -14.4% | +11.9% | -26.3% | -15.6% |
| 30D | -12.8% | +37.1% | -50.0% | -16.2% |
| 3M | -14.8% | +5.7% | -20.5% | -16.4% |
| 6M | -30.9% | -5.7% | -25.2% | -31.2% |
| YTD | -35.7% | -29.8% | -5.9% | -30.9% |
| 1Y | -49.5% | -31.8% | -17.7% | -46.2% |
| All | -49.5% | -31.2% | -18.3% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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