-52.9%
ORCL vs PNR
-47.3%
-5.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -5.3% |
| 7D | -0.7% | -5.5% | +4.8% | -0.4% |
| 30D | +5.1% | -15.6% | +20.7% | +6.1% |
| 3M | -23.7% | -20.2% | -3.5% | -23.4% |
| 6M | +3.1% | -36.6% | +39.7% | +8.8% |
| YTD | -20.8% | -45.0% | +24.2% | -14.5% |
| 1Y | -52.9% | -47.4% | -5.4% | -49.9% |
| All | -52.9% | -47.3% | -5.6% | -49.9% |
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