+361.0%
ORLY vs PBR
+697.0%
-335.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | -2.4% | +5.4% | -7.7% | -3.0% |
| 30D | -6.8% | +22.9% | -29.6% | -9.3% |
| 3M | -4.8% | +19.6% | -24.4% | -7.2% |
| 6M | -9.1% | +16.5% | -25.6% | -11.3% |
| YTD | -5.9% | +86.7% | -92.6% | -13.8% |
| 1Y | -20.4% | +74.7% | -95.1% | -26.6% |
| 3Y | +36.6% | +102.6% | -66.0% | +21.8% |
| 5Y | +117.3% | +566.6% | -449.3% | +57.6% |
| All | +361.0% | +697.0% | -335.9% | +191.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 10y: compounded portfolio wealth divided by compounded PBR 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…
10y analysis · Full analysis span regression · 6 months rolling