+117.8%
ORLY vs PCAR
+168.7%
-50.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.9% |
| 7D | -2.3% | 0.0% | -2.4% | -2.3% |
| 30D | -8.2% | -7.7% | -0.4% | -6.6% |
| 3M | -3.5% | +3.7% | -7.2% | -4.6% |
| 6M | -9.2% | +2.3% | -11.5% | -10.1% |
| YTD | -5.8% | +12.8% | -18.6% | -9.1% |
| 1Y | -19.3% | +27.8% | -47.0% | -24.6% |
| 3Y | +34.4% | +61.8% | -27.4% | +13.0% |
| 5Y | +117.8% | +168.2% | -50.4% | +49.4% |
| All | +117.8% | +168.7% | -50.9% | +49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling