+136.3%
ORLY vs PCOR
-35.6%
+171.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.9% | +0.4% |
| 7D | -1.0% | -9.0% | +8.0% | -0.5% |
| 30D | -6.7% | -7.0% | +0.3% | -6.4% |
| 3M | -3.8% | +18.3% | -22.2% | -4.9% |
| 6M | -9.0% | -7.8% | -1.2% | -9.1% |
| YTD | -5.6% | -25.6% | +20.0% | -4.8% |
| 1Y | -19.5% | -22.7% | +3.2% | -19.1% |
| 3Y | +34.7% | -17.7% | +52.4% | +33.2% |
| 5Y | +118.0% | -42.0% | +160.1% | +116.8% |
| All | +136.3% | -35.6% | +171.8% | +133.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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