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  • ORLY vs PFG✓SelectedUSD · PFGORLY vs PFG performance historyLatest closeAs of-2.28%09/08
Stock and ETF performance explorer

ORLY vs PFG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+8,023.3%
PFG return
+999.6%
Excess return
+7,023.7%
Maximum drawdown
-45.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioPFGExcessAlpha
1D-2.3%-1.4%-0.9%-1.9%
7D-2.3%+6.0%-8.3%-3.7%
30D-8.2%+2.2%-10.4%-8.7%
3M-3.5%+10.4%-13.9%-5.9%
6M-9.2%+27.8%-37.0%-14.4%
YTD-5.8%+33.6%-39.5%-12.4%
1Y-19.3%+49.3%-68.6%-26.9%
3Y+34.4%+69.7%-35.3%+16.6%
5Y+117.8%+111.3%+6.5%+76.8%
10Y+356.9%+240.3%+116.7%+215.8%
All+8,023.3%+999.6%+7,023.7%+3,665.8%

Cumulative growth

Daily Returns

Daily percentage return beside PFG.

Daily Out/Under-Performance

Portfolio return minus PFG return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × PFG 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 PFG 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