+364.1%
ORLY vs PCAR
+361.0%
+3.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | -6.7% | -6.9% | +0.2% | -4.4% |
| 3M | -3.8% | +2.1% | -5.9% | -5.0% |
| 6M | -9.0% | +1.6% | -10.6% | -10.2% |
| YTD | -5.6% | +12.2% | -17.9% | -10.4% |
| 1Y | -19.5% | +28.0% | -47.5% | -27.5% |
| 3Y | +34.7% | +61.0% | -26.2% | +6.5% |
| 5Y | +118.0% | +163.9% | -45.9% | +35.4% |
| 10Y | +364.1% | +367.9% | -3.8% | +125.5% |
| All | +364.1% | +361.0% | +3.1% | +125.5% |
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