+359.4%
ORLY vs PCG
-75.6%
+434.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | -0.6% |
| 7D | -2.1% | +0.5% | -2.6% | -2.2% |
| 30D | -7.6% | -18.9% | +11.3% | -6.7% |
| 3M | -5.5% | -15.8% | +10.4% | -4.8% |
| 6M | -9.7% | -22.6% | +12.8% | -8.6% |
| YTD | -6.2% | -12.2% | +5.9% | -5.8% |
| 1Y | -18.6% | -7.1% | -11.6% | -18.6% |
| 3Y | +33.8% | -15.8% | +49.7% | +34.3% |
| 5Y | +116.5% | +53.3% | +63.2% | +109.9% |
| All | +359.4% | -75.6% | +434.9% | +367.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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