-28.0%
ORCL vs PNR
-43.1%
+15.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.1% |
| 7D | +5.3% | -2.4% | +7.6% | +5.4% |
| 30D | +10.0% | -12.8% | +22.7% | +10.9% |
| 3M | -32.6% | -17.0% | -15.6% | -32.1% |
| 6M | +4.9% | -37.4% | +42.4% | +12.5% |
| YTD | -17.8% | -41.6% | +23.9% | -10.4% |
| 1Y | -28.0% | -44.6% | +16.6% | -21.3% |
| All | -28.0% | -43.1% | +15.1% | -21.3% |
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