+57,369.0%
ORLY vs PCG
+3.6%
+57,365.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.5% |
| 7D | +2.6% | +2.2% | +0.4% | +2.4% |
| 30D | +6.3% | +0.8% | +5.6% | +6.3% |
| 3M | -0.4% | -23.8% | +23.4% | +1.6% |
| 6M | +2.8% | -19.6% | +22.4% | +4.3% |
| YTD | +1.1% | -16.7% | +17.8% | +2.2% |
| 1Y | -6.3% | -19.4% | +13.1% | -5.0% |
| 3Y | +38.9% | -18.3% | +57.2% | +39.8% |
| 5Y | +113.1% | +10.4% | +102.7% | +108.0% |
| 10Y | +426.2% | -76.1% | +502.3% | +442.2% |
| All | +57,369.0% | +3.6% | +57,365.4% | +51,270.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling