-44.9%
ORCL vs PNR
-35.4%
-9.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.4% | +9.2% | +8.9% |
| 7D | +3.8% | -3.7% | +7.5% | +4.2% |
| 30D | -6.6% | +33.1% | -39.7% | -9.9% |
| 3M | -11.4% | +3.7% | -15.1% | -12.9% |
| 6M | -33.3% | -7.7% | -25.6% | -33.7% |
| YTD | -33.3% | -32.4% | -0.8% | -28.2% |
| 1Y | -44.9% | -35.0% | -9.9% | -41.3% |
| All | -44.9% | -35.4% | -9.5% | -41.3% |
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