+54,688.5%
ORLY vs PCAR
+9,756.3%
+44,932.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -0.7% | -0.5% | -0.2% | -0.5% |
| 30D | -5.9% | -6.2% | +0.3% | -4.2% |
| 3M | -0.6% | +5.9% | -6.5% | -2.6% |
| 6M | -6.8% | +0.4% | -7.2% | -7.5% |
| YTD | -3.6% | +14.8% | -18.5% | -8.2% |
| 1Y | -16.3% | +30.1% | -46.4% | -23.4% |
| 3Y | +39.1% | +66.7% | -27.5% | +15.9% |
| 5Y | +125.4% | +166.1% | -40.7% | +61.7% |
| 10Y | +366.5% | +353.7% | +12.9% | +182.0% |
| All | +54,688.5% | +9,756.3% | +44,932.2% | +17,664.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling