+277.8%
ORCL vs PNR
+101.4%
+176.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.4% | +9.2% | +9.0% |
| 7D | +3.8% | -3.7% | +7.5% | +5.3% |
| 30D | -6.6% | +33.1% | -39.7% | -17.0% |
| 3M | -11.4% | +3.7% | -15.1% | -13.3% |
| 6M | -33.3% | -7.7% | -25.6% | -32.6% |
| YTD | -33.3% | -32.4% | -0.8% | -23.6% |
| 1Y | -44.9% | -35.0% | -9.9% | -36.0% |
| 3Y | +17.6% | +17.1% | +0.5% | +5.4% |
| 5Y | +46.1% | +0.1% | +45.9% | +36.5% |
| 10Y | +277.8% | +103.2% | +174.6% | +159.3% |
| All | +277.8% | +101.4% | +176.4% | +159.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling