+416.8%
ORLY vs PCAR
+290.1%
+126.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.5% |
| 7D | -1.9% | +2.2% | -4.1% | -2.7% |
| 30D | +4.5% | +0.3% | +4.2% | +4.3% |
| 3M | -2.2% | -17.9% | +15.7% | +4.5% |
| 6M | -0.9% | -3.4% | +2.5% | -0.5% |
| YTD | -0.7% | -0.1% | -0.6% | -2.1% |
| 1Y | -8.7% | +13.4% | -22.2% | -14.3% |
| 3Y | +37.7% | +37.2% | +0.5% | +15.3% |
| 5Y | +110.5% | +117.3% | -6.8% | +40.3% |
| 10Y | +416.8% | +295.0% | +121.8% | +153.9% |
| All | +416.8% | +290.1% | +126.7% | +153.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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