+146.4%
ORLY vs PCOR
-9.0%
+155.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.2% |
| 7D | -1.0% | +22.2% | -23.2% | -2.2% |
| 30D | +3.9% | +36.0% | -32.2% | +2.0% |
| 3M | -4.0% | +34.0% | -38.0% | -5.7% |
| 6M | -3.4% | +43.5% | -46.9% | -5.7% |
| 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% | +31.0% |
| 5Y | +109.3% | -18.7% | +128.0% | +104.2% |
| All | +146.4% | -9.0% | +155.4% | +138.3% |
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