+109.3%
ORLY vs PCOR
-14.6%
+123.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.2% |
| 7D | -1.0% | +22.2% | -23.2% | -2.1% |
| 30D | +3.9% | +36.0% | -32.2% | +2.1% |
| 3M | -4.0% | +34.0% | -38.0% | -5.6% |
| 6M | -3.4% | +43.5% | -46.9% | -5.6% |
| YTD | -1.6% | +5.1% | -6.7% | -2.6% |
| 1Y | -7.5% | -3.9% | -3.6% | -8.1% |
| 3Y | +37.7% | +52.9% | -15.2% | +31.1% |
| 5Y | +109.3% | -18.7% | +128.0% | +105.7% |
| All | +109.3% | -14.6% | +123.9% | +105.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling