-41.6%
ORCL vs PNR
-35.8%
-5.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | +8.0% | +0.3% | +7.7% | +7.9% |
| 30D | -4.0% | +31.7% | -35.7% | -7.2% |
| 3M | -19.5% | +2.6% | -22.1% | -20.7% |
| 6M | -33.5% | -6.4% | -27.1% | -34.3% |
| YTD | -34.8% | -33.4% | -1.4% | -29.9% |
| 1Y | -41.6% | -35.1% | -6.6% | -37.8% |
| All | -41.6% | -35.8% | -5.8% | -37.8% |
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