+34.4%
ORLY vs PCG
-10.8%
+45.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.6% | -5.9% | -2.6% |
| 7D | -2.3% | +5.4% | -7.7% | -2.8% |
| 30D | -8.2% | -15.1% | +7.0% | -6.9% |
| 3M | -3.5% | -9.8% | +6.3% | -3.0% |
| 6M | -9.2% | -18.0% | +8.8% | -7.8% |
| YTD | -5.8% | -7.2% | +1.4% | -5.6% |
| 1Y | -19.3% | +2.9% | -22.1% | -20.2% |
| 3Y | +34.4% | -11.1% | +45.5% | +34.7% |
| All | +34.4% | -10.8% | +45.2% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling