+141.2%
ORLY vs PCOR
-30.9%
+172.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.8% | +0.8% |
| 7D | -0.7% | -9.0% | +8.3% | -0.2% |
| 30D | -5.9% | +4.2% | -10.1% | -6.2% |
| 3M | -0.6% | +14.4% | -15.0% | -1.5% |
| 6M | -6.8% | +0.2% | -6.9% | -7.3% |
| YTD | -3.6% | -20.3% | +16.6% | -3.1% |
| 1Y | -16.3% | -16.1% | -0.2% | -16.2% |
| 3Y | +39.1% | -14.7% | +53.9% | +37.4% |
| 5Y | +125.4% | -43.2% | +168.6% | +123.6% |
| All | +141.2% | -30.9% | +172.2% | +137.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling