+94.3%
ORCL vs PNR
-17.7%
+112.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.6% | +5.0% | +3.4% |
| 7D | +15.0% | -3.0% | +18.0% | +16.3% |
| 30D | +10.5% | -14.9% | +25.5% | +17.4% |
| 3M | -23.0% | -19.0% | -4.0% | -17.8% |
| 6M | +7.0% | -35.9% | +42.9% | +26.2% |
| YTD | -15.8% | -43.1% | +27.3% | +4.3% |
| 1Y | -31.1% | -46.4% | +15.3% | -12.6% |
| 3Y | +33.3% | -10.8% | +44.1% | +33.2% |
| 5Y | +94.3% | -18.9% | +113.2% | +112.0% |
| All | +94.3% | -17.7% | +112.1% | +112.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling