+10.6%
ORCL vs PNR
+17.5%
-6.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.1% | +0.1% | +2.2% |
| 7D | +0.5% | -0.5% | +1.0% | +0.6% |
| 30D | -15.3% | +34.4% | -49.7% | -23.7% |
| 3M | -18.2% | +2.4% | -20.6% | -19.4% |
| 6M | -38.4% | -7.8% | -30.7% | -37.6% |
| YTD | -37.7% | -31.6% | -6.1% | -28.1% |
| 1Y | -49.3% | -33.6% | -15.6% | -40.6% |
| 3Y | +10.6% | +19.9% | -9.3% | +6.7% |
| All | +10.6% | +17.5% | -6.9% | +6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling