+325.1%
ORLY vs PDD
+196.6%
+128.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.7% | +0.3% |
| 7D | -1.0% | -4.4% | +3.4% | -0.9% |
| 30D | -6.7% | -15.5% | +8.8% | -6.2% |
| 3M | -3.8% | -4.1% | +0.2% | -3.7% |
| 6M | -9.0% | -23.4% | +14.4% | -8.3% |
| YTD | -5.6% | -30.7% | +25.0% | -4.7% |
| 1Y | -19.5% | -37.6% | +18.1% | -18.4% |
| 3Y | +34.7% | -17.5% | +52.3% | +33.8% |
| 5Y | +118.0% | -24.6% | +142.7% | +112.6% |
| All | +325.1% | +196.6% | +128.4% | +258.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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