+36.4%
ORLY vs PCG
-20.2%
+56.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.4% |
| 7D | -1.9% | -2.2% | +0.3% | -1.8% |
| 30D | +4.5% | -0.5% | +4.9% | +4.5% |
| 3M | -2.2% | -24.0% | +21.8% | -0.1% |
| 6M | -0.9% | -18.6% | +17.7% | +0.3% |
| YTD | -0.7% | -17.7% | +16.9% | +0.5% |
| 1Y | -8.7% | -20.0% | +11.3% | -7.4% |
| All | +36.4% | -20.2% | +56.6% | +39.6% |
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